It has become apparent that many cancers depend on specific fats (lipids) for their continued growth. Conjugated linoleic acid (CLA) is a safe, popular, and well-tolerated dietary supplement that promotes weight loss and loss of fat. CLA was recently shown to block the metabolism (uptake and production) of lipids required for growth of some cancers, resulting in killing of cancer cells. The investigators will conduct a clinical trial to test whether oral CLA blocks metabolism of lipids in patients with advanced cancers. Since the dose of CLA that may do this is not yet known, the investigators will start at a dose of CLA known to be tolerable and effective for weight loss. If this dose does not block lipid metabolism, the investigators will test higher doses in successive groups of patients until the investigators identify an effective dose, unless the investigators find that these higher doses cannot be tolerated. In order to verify that CLA is absorbed, it is necessary to measure CLA levels in blood before and after doses are given. Likewise, in order to verify that CLA blocks lipid metabolism, the investigators will need to obtain small samples of abdominal fat (and, in some patients, samples of tumors).