This is a study of the drug perifosine given in combination with docetaxel. Perifosine is an oral anti-cancer agent that has been used in more than 140 people. Docetaxel is a standard chemotherapy agent used in many types of cancer. This study is designed to determine the highest dose of perifosine that can be administered to people every day while they are receiving docetaxel with or without a steroid called prednisone, without severe or prolonged nausea, vomiting and diarrhea. This study starts with patients taking 50 mg/day and goes up to 150 mg/day.