OSI-774 (Tarceva) in Treating Patients With Stage III or Stage IV Non-Small Cell Lung Cancer

* Clinical diagnosis of stage IIIB or IV non-small cell lung cancer. * Must have evidence of disease (clinical or radiological). * Have failed 1 but no more than 2 prior chemotherapy regimens, have recovered from any side effects and have not had any chemotherapy for at least 21 days. * If the patient has had surgery, the surgery was at least 2 weeks ago. * Patients whose cancer has spread to their brain or central nervous system are eligible, providing that they have been on stable dose of steroids for at least 4 weeks and are free of symptoms. * If the patient received radiation therapy, treatment was at least 4 weeks ago.