This study will use ipilimumab given every 28 days for six cycles (induction) followed by administration once every three months for patients who are not progressing (maintenance). A dosage of 10 mg/kg has been chosen based on the results to date of the phase I study. GM-CSF 250 mcg/m2 SQ will be administered on days 1-14 in Cycles 1-6 and then every 3 months for 14 days beginning on the day of ipilimumab administration during the maintenance therapy phase.