 Rationale: The standard treatment for pancreatic cancer is gemcitabine. This study combines gemcitabine with etanercept, a drug that binds with tumor necrosis factor TNF molecules and blocks their activity through inhibiting their interaction with cell surface TNF receptors. TNF is the name for a protein in the body that often helps fight foreign substances. However, research suggests that pancreatic tumors develop resistance to TNF and then use it to support cancer growth. Combining etanercept, a TNF inhibitor, with gemcitabine is a novel approach to advanced pancreatic cancer. Because etanercept has not been tested in combination with gemcitabine, a Phase I study will be conducted first to identify the safest dosage of etanercept, and then a Phase II study will evaluate the efficacy of this combination. 