Corlux (mifepristone) is a new medication that modulates the body's use of a hormone called cortisol. Under normal conditions, cortisol and other hormones are created by the body in response to physical and emotional stress, triggering a healthy stress response. People who suffer from psychotic major depression may have unusually high levels of cortisol circulating within them or abnormal patterns of cortisol levels, overloading the stress response mechanism and causing symptoms of psychosis such as delusional thoughts or hallucinations. If Corlux can keep the body's cortisol receptors from being overloaded, the stress response system may return to normal function, which may result in improvement of symptoms. The purpose of this study is to allow patients who have already participated in an earlier 8 week study of Corlux versus placebo (an inactive pill) to receive additional courses of treatment with Corlux periodically if a psychotic episode should reappear during a period of one year.