OUTLINE: This is a randomized, double-blind, placebo-controlled, multicenter study. Patients are stratified according to primary malignant disease (lung vs gastrointestinal vs other), severity of weight loss (less than 4.6 kg vs at least 4.6 kg), planned concurrent chemotherapy (yes vs no), age (less than 50 vs 50 and over), gender, planned use of megestrol or other progestational agent (yes vs no), and GBU Prognostic Index (good vs bad vs unsure). Patients are randomized to 1 of 2 treatment arms.