This study will test the safety and effectiveness of a monthly dosing regimen of dexamethasone-a strong steroid medication-to treat patients with focal segmental glomerulosclerosis (FSGS). Patients with this disease have kidney fibrosis (scarring) and proteinuria (excessive excretion of protein in the urine) that, in about half of the patients eventually requires kidney dialysis or transplant. Currently, the most effective treatment for FSGS is high-dose steroids (prednisone) taken daily for 4 to 6 months. However, only about 30 percent of patients respond to this treatment, and it causes serious side effects in many patients. Other drugs, such as cyclosporin and cyclophosphamide, improve proteinuria in even fewer patients (about 10 percent) and also have serious side effects. This study will explore whether a monthly pulse dose of steroids will achieve disease remission with less toxicity.