This is an investigational study. Siltuximab is not FDA approved or commercially available. It is only being used for research at this time. Bortezomib is FDA approved and commercially available for the front-line treatment of MM. Lenalidomide is FDA approved and commercially available for the treatment of certain types of myelodysplastic syndrome and for use with dexamethasone for patients with MM who have received at least 1 therapy. The use of this drug combination to treat MM is investigational.