Patients will receive 250 mg Iressa by mouth daily each day while on this study. Patients will also receive docetaxel 30 mg/m2 by by vein (IV) on day 1 weekly for the first 3 weeks of each course of therapy. A course of therapy is 4 weeks. Patients will not receive docetaxel during week 4. A maximum of 8 full cycles of docetaxel plus Iressa are planned. Patients may continue on daily Iressa until progressive disease and/or unacceptable toxicity.