Subjects will receive the chemotherapy through a plastic tube (catheter) placed into a vein under the collarbone. The antibody rituximab is given on the day of admission. The subject will also start a six-day course of chemotherapy at that time. The chemotherapy will consist of the following drugs: BCNU, etoposide also called VP-16, Ara-C also called cytosine arabinoside, and melphalan. BCNU is given on the first day, Ara-C and VP-16 on the second, third, fourth and fifth days, and melphalan on the sixth day. The infusion of blood stem cells is given through the catheter the day after the last dose of chemotherapy. This is called Day 0. A week later the subject will receive shots under the skin of Neupogen to help the stem cells grow quickly. Three additional doses of rituximab are given weekly starting 2 weeks later. If the subject recovers and is discharged from the hospital before getting all the doses of rituximab, they can receive the remainder in clinic.