This research study is evaluating if a patient-specific experimental therapy for metastatic melanoma will lengthen survival with minimal harmful effects. It is called an experimental therapy (or "study therapy") because it is not yet approved by the U.S. Food and Drug Administration (FDA). This research study will use the patient's own tumor cells,the patient's own dendritic cells (a type of immune cell), and a granulocyte-macrophage colony stimulating factor (GM-CSF, a type of growth factor). GM-CSF is a natural growth factor that stimulates growth of white blood cells in the body. Since 1991, GM-CSF has been used as a standard treatment to help increase the number of white blood cells after chemotherapy.