Melanoma Study with Interferon

Participants will be randomly assigned to one of three arms. A computer program will place you in one of the arms. Neither the participant nor their doctor will be able to choose to which arm they are assigned. Participants assigned to Arm A will receive ipilimumab at 10 mg/kg. Participants assigned to Arm C will receive ipilimumab at 3 mg/kg. For participants on Arms A and C, the ipilimumab will be given in 2 stages. In the first stage, ipilimumab is given every 3 weeks for a maximum of 4 doses. In the second stage, ipilimumab is given every 12 weeks, beginning at week 24, for a maximum of 4 doses. Participants assigned to Arm B will receive interferon alfa-2b, which will be given in two stages. In the first stage, participants will receive interferon alfa-2b five consecutive days out of 7 every week for 4 weeks by intravenous infusion. In the second stage, participants will receive interferon alpha-2b 3 times a week (every other day) for 48 weeks by subcutaneous (under the skin) injections. In addition to taking the study drug, participants will complete quality of life questionnaires, fill in a study calendar diary, have blood tests, and have physical exams.