The effects of carfilzomib and lenalidomide on the developing human fetus are unknown. For this reason and because immunomodulatory agents as well as other therapeutic agents used in this trial are known to be teratogenic, women of childbearing potential and men must agree to use adequate contraception. Females of childbearing potential (FCBP) must have a negative serum or urine pregnancy test within 10 - 14 days and again within 24 hours prior to prescribing lenalidomide for Cycle 1 (prescriptions must be filled within 7 days) and must either commit to continued abstinence from heterosexual intercourse or begin TWO acceptable methods of birth control, one highly effective method and one additional effective method AT THE SAME TIME, at least 28 days before she starts taking lenalidomide. FCBP must also agree to ongoing pregnancy testing. Men must agree to use a latex condom during sexual contact with a FCBP even if they have had a successful vasectomy. All patients must be counseled at a minimum of every 28 days about pregnancy precautions and risks of fetal exposure. Should a woman become pregnant or suspect she is pregnant while she or her partner is participating in this study, she should inform her treating physician immediately.