This is an investigational study. Alemtuzumab is FDA approved for the treatment of chronic lymphocytic leukemia and is commercially available. However, the FDA has not approved alemtuzumab for the treatment of Hodgkin's disease. Furthermore, the FDA has not approved the injection of alemtuzumab under the skin for the treatment of cancer. A maximum of 35 patients will take part in this study. All will be enrolled at M. D. Anderson.