In this trial, patients with newly diagnosed acute GVHD will be randomly assigned to receive corticosteroids plus one of four new agents (etanercept, MMF, denileukin diftitox [Ontak], and pentostatin). A control arm of only corticosteroids will not be employed. Each agent will be assessed for safety and efficacy (at least 35% complete remission [CR] rate at Day 28 of therapy can be expected from previously untreated patients).