Immunotherapy Using Lenalidomide + Bystander Vaccine in High Risk Myelodysplastic Syndrome (MDS)

Inclusion Criteria: * Must understand and voluntarily sign an informed consent form * Age ≥18 years at the time of signing the informed consent form * Able to comply with the study visit schedule and assessments required by the protocol * Documented diagnosis of MDS with subtypes of Refractory Anemia with Excess Blast 1 (RAEB-1) (myeloblast ≥5-9%) or Refractory Anemia with Excess Blast 2 (RAEB-2) (myeloblast ≥10-19%) or intermediate 2, Acute myelogenous leukemia with bone marrow myeloblast \>30% and high risk defined by International Prognostic Scoring System (IPSS) scores or refractory anemia with excess blast in transformation (RAEB-t) (myeloblast ≥ 20-30%) as per French-American-British Classification System (FAB) criteria. Any single or combination of cytogenetic abnormalities is allowed. * Study treatment can be offered as first line treatment as long as the available food and Drug Administration (FDA) approved treatment options are explained by the treating physician and the participant declines such options. * Study treatment can be offered to patients who have failed, cannot tolerate or do not wish to continue other therapeutic agents for MDS. * Prior chemotherapy is allowed but should be off chemotherapy of any kind for at last 4 weeks prior to initiation of study therapy. * Must be able to provide adequate bone marrow (BM) aspirate and biopsy specimens for histopathological evaluation, cytogenetic analysis and tissue banking during the screening procedure. * Platelet count must be \> 20,000/ µl without platelet transfusion. * Absolute neutrophil count (ANC) must be \>500/ µl without myeloid growth factor support. * Should not be receiving erythropoietin and/or myeloid growth factor for at least 14 days prior to initiation of study therapy. * Should not have current diagnosis or prior history of any autoimmune or immune deficiency disorders including human immunodeficiency virus positive/acquired immunodeficiency syndrome (HIV+/AIDS). * Eastern Cooperative Oncology Group (ECOG) performance status score of 0, 1, or 2. * Females of childbearing potential (FCBP) must have a negative serum or urine pregnancy test with a sensitivity of at least 50 mIU/mL within 10 14 days prior to and again within 24 hours of starting lenalidomide and must either commit to continued abstinence from heterosexual intercourse or begin TWO acceptable methods of birth control, one highly effective method and one additional effective method AT THE SAME TIME, at least 28 days before she starts taking lenalidomide. FCBP must also agree to ongoing pregnancy testing. Men must agree to use a latex condom during sexual contact with a FCBP even if they have had a successful vasectomy. All patients must be counseled at a minimum of every 28 days about pregnancy precautions and risks of fetal exposure. * Both male and female and members of all races and ethnic groups are eligible for this study. Exclusion Criteria: * Prior therapy with lenalidomide. * Proliferative chronic myelomonocytic leukemia (CMML with WBC≥12,000/µL in peripheral blood), confirmed by bone marrow biopsy. * Acute myelogenous leukemia with bone marrow myeloblast ≥30% * MDS secondary to treatment with radiotherapy, chemotherapy, and/or immunotherapy for malignant or autoimmune diseases are excluded. * Any of the following laboratory abnormalities: * Serum creatinine \> 1.5 x upper limit of normal (ULN) * Serum aspartic transaminase (AST) or alanine transaminase (ALT) \>2.0 x ULN * Serum total bilirubin \> 2.0 mg/dL (34 µmol/L) * Prior ≥ grade-2 national Cancer Institute Common Toxicity Criteria (NCI CTC) allergic reaction to thalidomide. * Prior desquamating (blistering) rash while taking thalidomide. * Prior allergic reaction to vaccination of any sort. * Participants with ≥ grade-2 neuropathy. * Clinically significant anemia due to factors such as iron, B12 or folate deficiencies, autoimmune or hereditary hemolysis or gastrointestinal bleeding. * Use of cytotoxic chemotherapeutic agents, growth factors, or experimental agents (agents that are not commercially available) for the treatment of MDS within 28 days of the start of drug treatment. * Prior history of malignancy other than MDS (except basal cell or squamous cell carcinoma or carcinoma in situ of the cervix) unless the participant has been free of disease for ≥3 years. * Any serious medical condition or psychiatric illness that will prevent the participant from signing the informed consent form or will place the participant at unacceptable risk if he/she participates in the study. * Pregnant or nursing females. * Use of corticosteroids greater than the equivalent of prednisone 10mg daily within 4 weeks of the first vaccination, and on-going need for corticosteroids greater than the equivalent of prednisone 10 mg daily