This is a study of the drug perifosine for patients who have no standard treatment options. This study is designed to identify which cancer types respond to perifosine, and determine which regimen of perifosine is most effective in each one. Patients with either solid tumors or with lymphomas for whom this protocol represents reasonable or optimal treatment will be randomized to receive either perifosine 100 mg daily or 900 mg weekly until disease progression. Based on currently available data it is anticipated that these doses should be easily tolerated by most patients.