Iressa Versus Docetaxel (Taxotere)

Inclusion Criteria: * Measurable (uni dimensional) disease by RECIST criteria in a lesion not previously irradiated or non measurable disease * Locally advanced or metastatic NSCLC, not amenable to curative surgery or radiotherapy * Advanced non-small cell lung cancer (NSCLC) that has recurred or progressed after receiving prior treatment with platinum-based chemotherapy * WHO performance status (PS) 0-2 * Absolute Neutrophil Count (ANC) \>1.5 x 109/liter (L) and platelets \>100 x 109/L * Life expectancy of at least 8 weeks Exclusion Criteria: * Prior ZD1839 therapy * Prior docetaxel treatment for NSCLC * Less than 14 days since completion of prior radiotherapy * Less than 21 days since prior chemotherapy, immunotherapy or biological systemic anticancer therapy * Evidence of clinically active Interstitial Lung Disease * Other co-existing malignancies or malignancies diagnosed within the last 5 years with the exception of basal cell carcinoma or cervical cancer in situ * Newly diagnosed CNS metastases that have not yet been treated with surgery and/or radiation. Patients with previously diagnosed and treated CNS metastases or spinal cord compression may be considered if they have evidence of clinically SD (no steroid therapy or steroid dose being tapered) for at least 28 days * Patients with pre existing peripheral neuropathy \>= grade 2 (NCI CTC criteria)