 RATIONALE: A peripheral stem cell, bone marrow, or umbilical cord blood transplant may be able to replace blood-forming cells that were destroyed by chemotherapy and radiation therapy. Sometimes the transplanted cells from a donor can make an immune response against the bodys normal cells. Giving busulfan and melphalan with or without antithymocyte globulin before transplant and cyclosporine with methylprednisolone or methotrexate after transplant may stop this from happening. 