If you are found to be eligible to take part in this study, you will be assigned to one of 3 groups. All participants will receive pemetrexed once every 3 weeks through a needle in the vein over about 10 minutes. Every 3 weeks is considered 1 cycle. Participants in Group 1 will receive pemetrexed only. Participants in Group 2 will also receive dexamethasone on Day 1 of each cycle through a needle in the vein. Participants in Group 3 will take dexamethasone by mouth the day before, the day of, and the day after receiving pemetrexed.