RATIONALE: Biological therapies, such as MDX-010, work in different ways to stimulate the immune system and stop tumor cells from growing. Vaccines made from gp100 peptides may make the body build an immune response to kill tumor cells. Combining the vaccines with Montanide ISA-51 may cause a stronger immune response and kill more tumor cells. It is not yet known whether monoclonal antibody therapy is more effective with or without vaccine therapy in treating advanced melanoma.