This is an investigational study. Lenalidomide is approved by FDA for the treatment of myelodysplastic syndrome (MDS) and in combination with dexamethasone for patients with multiple myeloma (MM). Lenalidomide is not FDA approved for pain relief. Its use in this study is investigational. If you experience intolerable pain after you stop receiving the study drug, you will be allowed to start receiving lenalidomide (off study). You will be monitored for side effects for every 2-3 weeks while you are on this medication for a period of 1 year. Up to 15 patients will take part in this study. All will be enrolled at M. D. Anderson.