This is a research study to determine if the study drug lenalidomide will increase the body's immune response, which is the body's response against infections or tumors, to hepatitis B vaccine in patients with plasma cell diseases which include multiple myeloma, monoclonal gammopathy of unknown significance (MGUS) and Waldenström's Macroglobulinemia. It is not a study to see if lenalidomide is an effective treatment for plasma cell disease.