Inclusion Criteria:

          -  Able to adhere to the study visit schedule and other protocol requirements

          -  Patients with newly diagnosed multiple myeloma who have at least a partial response
             after induction therapy based on the International Working Group (IWG) Uniform
             Response Criteria

          -  Eastern Cooperative Oncology Group (ECOG) performance status of =< 2 at study entry

          -  Must be free of systemic infection; subjects with active infections (whether or not
             they require antibiotic therapy) may be eligible after complete resolution of the
             infection; subjects on antibiotic therapy must be off antibiotics for at least 7 days
             before beginning treatment

          -  Absolute neutrophil count >= 750/mm^3

          -  Platelet count >= 30,000/mm^3

          -  Creatinine clearance >= 30 mL/minutes

          -  Total bilirubin =< 2 mg/dL

          -  Aspartate aminotransferase (AST) (serum glutamic oxaloacetic transaminase [SGOT]) and
             alanine aminotransferase (ALT) (serum glutamate pyruvate transaminase [SGPT]) =< 3 x
             upper limit of normal (ULN)

          -  All study participants must be registered into the mandatory Revlimid Risk Evaluation
             and Mitigation Strategy (REMS)®, and be willing and able to comply with the
             requirements of the Revlimid REMS®

          -  Females of reproductive potential must adhere to the scheduled pregnancy testing as
             required in the Revlimid REMS® program

          -  Able to take aspirin (81 or 325 mg) daily for prophylactic anticoagulation (patients
             intolerant to acetylsalicylic acid, ASA, may use warfarin or low molecular weight
             heparin or other anticoagulants as deemed appropriate by physician)

          -  Disease free of prior malignancies for > 2 years with exception of currently treated
             basal cell carcinoma, squamous cell carcinoma of the skin, or carcinoma "in situ" of
             the cervix or breast

          -  All study participants must have one of the HLA alleles: HLA-A*02, HLA-A*03, HLAA*11,
             or HLA-A*24

          -  Participant must understand the investigational nature of this study and sign an
             Independent Ethics Committee/Institutional Review Board approved written informed
             consent form prior to receiving any study related procedure.

        Exclusion Criteria:

          -  Any serious medical condition, laboratory abnormality, or psychiatric illness that
             would prevent the subject from signing the informed consent form

          -  Pregnant or breast feeding females; (lactating females must agree not to breast feed
             while taking lenalidomide)

          -  Any condition, including the presence of laboratory abnormalities, which places the
             subject at unacceptable risk if he/she were to participate in the study or confounds
             the ability to interpret data from the study as determined by the Principal
             Investigator

          -  Chemotherapy, immunotherapy, radiotherapy, radiosurgery, interferon (e.g. Intron-A®),
             allergy desensitization injections, growth factors (e.g. Procrit®, Aranesp®,
             Neulasta®), interleukins (e.g. Proleukin®) or any investigational therapeutic
             medication within 4 weeks of study entry

          -  Known hypersensitivity to thalidomide, lenalidomide, Keyhole Limpet Hemocyanin (KLH),
             or granulocyte colony-macrophage stimulating factor (GM-CSF)

          -  The development of erythema nodosum if characterized by a desquamating rash while
             taking thalidomide or similar drugs

          -  Known seropositive for or active viral infection with human immunodeficiency virus
             (HIV), hepatitis B virus (HBV) or hepatitis C virus (HCV); patients who are
             seropositive because of hepatitis B virus vaccine are eligible

          -  Any prior autoimmune disorders requiring cytotoxic or immunosuppressive therapy or
             autoimmune disorders with visceral involvement

          -  Patients with a known diagnosis of plasma cell leukemia

          -  Systemic corticosteroid therapy > 2 mg of dexamethasone or equivalent per day at study
             entry

          -  Patients had prior autologous or allogeneic stem cell transplant; prior stem cell
             collection is allowed

          -  Life expectancy less than 4 months