This is an open-label (patients will know the identity of study treatments), randomized (patients will be assigned by chance to different treatments) study of bortezomib administered as consolidation therapy (therapy given once a remission is achieved) with thalidomide and prednisolone versus thalidomide and prednisolone alone in previously untreated patients with multiple myeloma. Multiple myeloma is a cancer of your plasma cells, a type of white blood cell present in your bone marrow. Patients in this study will receive initial therapy with bortezomib, cyclophosphamide, and dexamethasone (referred to as VCD induction therapy) and will undergo autologous stem cell transplant (ASCT) (a procedure where patients receive an infusion of immature blood cells [stem cells] from their own body to replenish the body's supply of healthy blood-forming cells) before randomization to one of two treatments: Treatment A (thalidomide for up to 12 months or until disease progression and prednisolone on alternate days continued indefinitely or until disease progression) or Treatment B (bortezomib for 32 weeks in addition to thalidomide up to 12 months or until disease progression and prednisolone on alternate days, continued indefinitely or until disease progression.