 Participants in this study must have advanced lung cancer that has worsened after receiving prior chemotherapy. Before treatment begins, participants will have a physical exam. Blood about 2 tablespoons and urine tests will be performed. Women able to have children will have a blood pregnancy test. Please note that it is possible that the tumor could cause a positive pregnancy test result, when you are not pregnant. If a pregnancy test comes back positive, and for any reason you andor the research staff believes that this may be an error, additional tests may be done to confirm or rule out pregnancy. The participants tumor will be measured using CT, PETCT or MRI scans. Participants will also have an EKG heart function test and a MUGA scan or echocardiogram. 