Melanoma is not the most common type of skin cancer, but it is the most serious because it often spreads. Once diagnosed with Stage I melanoma, a dermatologist may decide to remove the melanoma as well as a margin of normal skin around it. However, lesions that cannot be fully removed can spread. This is Advanced Melanoma or Stage 3 or 4 melanoma. In advanced melanoma, the cancer cells could have spread to the lymph nodes, the lungs, liver, bones, brain or the digestive system. This Clinical Trial provides a one-time vaccine that is injected directly into a melanoma lesion on the skin, which triggers the immune system to attack the cancer cells.