Vaccines made from peptides that are found on leukemia cells may make the body build an immune response and kill cancer cells. Combining vaccine therapy with the immune adjuvant Montanide ISA-51 may be a more effective treatment for chronic myeloid leukemia, acute myeloid leukemia, or myelodysplastic syndrome. This phase I/II trial is studying the side effects and best dose of vaccine therapy when given with Montanide ISA-51 and to see how well they work in treating patients with chronic myeloid leukemia, acute myeloid leukemia, or myelodysplastic syndrome