Chemotherapy, Vaccine Therapy, and Stem Cell Transplantation in Patients With Newly Diagnosed Multiple Myeloma

RATIONALE: Drugs used in chemotherapy use different ways to stop cancer cells from dividing so they stop growing or die. Vaccines made from a person's cancer cells may make the body build an immune response to kill cancer cells. Peripheral stem cell transplantation may be able to replace immune cells that were destroyed by chemotherapy. Combining chemotherapy with vaccine therapy and peripheral stem cell transplantation may be effective in treating multiple myeloma. PURPOSE: Phase I/II trial to study the effectiveness of chemotherapy followed by vaccine therapy and peripheral stem cell transplantation in treating patients who have newly diagnosed multiple myeloma.