This is a prospective, single-institution, pilot study of a 3 month weight lifting program designed to increase musle hypertrophy prior to starting stem cell collection and receiving high-dose melphalan, in patients with multiple myeloma. We will use this exercise intervention while patients are receiving initial induction chemotherapy in the 3-6 month period before they receiv high-dose melphalan. The primary study endpoint is to determine the feasibility of recruiting and retaining multiple myeloma patients to an exercise intervention trial. The secondary study endpoint is to determine whether the weight lifting program increases lean body mass as intended.