RATIONALE: Sometimes the cancer may not need treatment until it progresses. In this case, observation may be sufficient. Giving combination chemotherapy together with bortezomib, thalidomide, and rituximab before an autologous peripheral stem cell transplant stops the growth of cancer cells by stopping them from dividing or killing them. Giving colony-stimulating factors, such as G-CSF, helps stem cells move from the bone marrow to the blood so they can be collected and stored. More chemotherapy is then given to prepare the bone marrow for the stem cell transplant. The stem cells are then returned to the patient to replace the blood-forming cells that were destroyed by the chemotherapy.