RATIONALE: Drugs used in chemotherapy, such as docetaxel, work in different ways to stop tumor cells from dividing so they stop growing or die. Infliximab may improve cancer-related weight loss, lack of appetite, and fatigue. It is not yet known whether docetaxel is more effective with or without infliximab in preventing weight loss and fatigue in patients with advanced cancer. (Infliximab treatment discontinued effective 10/05/05)||PURPOSE: Randomized phase III trial to determine the effectiveness of docetaxel with or without infliximab in preventing weight loss, loss of appetite, and fatigue in patients who have unresectable non-small cell lung cancer. (Infliximab treatment discontinued effective 10/05/05)