OUTLINE: Patients undergo progressive resistance training (PRT) consisting of 3 sets of 8 repetitions of concentric (lifting) and eccentric (lowering) exercises over 4-6 seconds each using bench press, arm pull, knee extension, knee flexion, and double leg press followed by 1-2 minutes of rest between sets. Patients undergo warm up and cool down periods over 10 minutes prior to and following PRT. Patients perform PRT 3 times a week for 12 weeks. Patients also receive epoetin alfa subcutaneously once weekly over 4-12 weeks in the absence of unacceptable toxicity.