PATIENT CHARACTERISTICS: Age: Over 18 Performance status: ECOG 0-2 Life expectancy: Greater than 4 months Hematopoietic: See Disease Characteristics Hepatic: Not specified Renal: Not specified Other: No dementia or evidence of mental incompetence No physical handicap precluding aerobic or resistance exercise No clinical abnormality that would render exercise a risk HIV negative No contraindications to epoetin alfa Not pregnant or nursing Negative pregnancy test