We already know that the three drugs bortezomib, lenalidomide, and dexamethasone given together at the same time are effective. Most physicians therefore treat patients with multiple myeloma with the 3 drug combination. However, the researchers also know that the three drugs given together result in more side effects than when only 2 drugs (bortezomib and dexamethasone or lenalidomide and dexamethasone) are given. The researchers believe that all patients may not necessarily need the three drugs to have good results. In this study, the researchers will first treat your disease with bortezomib and dexamethasone. If the disease is not well controlled with these 2 drugs, only then the third drug, lenalidomide, will be added. By using this sequential approach we may reach the same good results with fewer side effects.