This is a study of a drug known as LY2127399, which will be given with a common treatment for multiple myeloma called bortezomib (Velcade). The primary purpose of this study is to (1)Determine the safety of LY2127399 in combination with bortezomib and any side effects that might be associated with it; (2)Assess whether LY2127399 in combination with bortezomib may help patients with relapsed or refractory multiple myeloma; (3)How much LY2127399 should be given to patients along with bortezomib.