This study is for participants who have been diagnosed with a brain tumor called either a medulloblastoma or Central Nervous System embryonal tumors of the brain or spinal cord. The investigational drugs used in this study are thiotepa, etoposide and carboplatin. The purpose of this study is to test tumor for biologic markers that will help us know how to best treat each subject on this treatment study. Participants can expect to be on this study for up to 5 years and followed until end of study or disease progression.