This study will determine the safety and effectiveness of an experimental vaccine in controlling the abnormal growth of cells in patients with myelodysplastic syndrome (MDS, also known as myelodysplasia), acute myeloid leukemia (AML), acute lymphoblastic leukemia (ALL), and chronic myeloid leukemia (CML). It will test whether the vaccine can increase the number of immune cells responding to the cancer and thereby slow progression of the illness, improve blood counts, reduce the need for transfusions of blood and platelets, or even achieve a disease remission. The vaccine contains part of a protein that is produced in large amounts by cells of patients with these cancers and an added substance called Montanide that helps the immune system respond to the vaccine. Sargramostim, another substances that boosts the immune response, is also given.