This trial is a two-step treatment using Lenalidomide and Dexamethasone followed by Donor Leukocyte Infusions to offer an optimal disease control strategy in relapsed patients. The cytoreductive and immunomodulatory effects of Len are expected to induce a permissive immunological environment for the immunotherapeutic activity of DLIs to develop. This treatment combination has the potential to further improve depth of myeloma response, delay myeloma progression and improve patient survival.