The purpose of this study is to investigate the safety and efficacy of maintenance therapy with daily low dose lenalidomide in patients with stage IIIB/IV non-small cell lung cancer (NSCLC) after first line chemotherapy. Investigators expect this treatment approach will delay disease progression by boosting the patient's anti-tumor immune response. Investigators hypothesize that 10 mg/day of lenalidomide can be administered safely as maintenance therapy and improve progression free survival time.