Inclusion Criteria: - Subjects receiving multi-cycle chemotherapy for non-small cell lung cancer - Anemia due to chemotherapy (hgb less than or equal to 11.0 g/dL) - Expected to receive greater than or equal to 8 additional weeks of chemotherapy as part of their planned treatment - Karnofsky Performance Scale (KPS) greater than or equal to 50% - Adequate renal function - Adequate liver function Exclusion Criteria: - Iron deficiency - Unstable cardiac disease - Known positive test for human immunodeficiency virus (HIV) infection