The purpose of this study is to find out if abatacept, used with cyclophosphamide, corticosteroids and azathioprine is safe and works better in patients with lupus nephritis (inflammation in the kidneys) than standard treatment with cyclophosphamide, corticosteroids, and azathioprine therapy alone.  In other words, the researchers would like to see what effects (good or bad) abatacept has on you and other patients with Systemic Lupus Erythematosus and nephritis.  The use of abatacept with these other drugs is experimental.