PURPOSE: This is a pilot study of dose-escalating pegylated IFN-α-2b and PUVA or NB-UVB. The purpose is to study the side effects and best dose of PEG-interferon alfa-2b to be given together with ultraviolet light therapy in patients with stage IB, stage II, stage III, or stage IVA mycosis fungoides/Sezary syndrome (CTCL).