The goal of this clinical research study is to learn if the combination of 6-Thioguanine, Xeloda (capecitabine), and Celebrex (celecoxib) with Temodar (temozolomide) or Lomustine (CCNU) is effective in the treatment of recurrent or progressive anaplastic glioma or glioblastoma multiforme in patients who have failed previous treatments. The safety of these combination treatment will also be studied.