A Multilayer Laue Lens (MLL) is a new type of linear zone plate, made by sectioning a planar depth-graded multilayer and used in Laue transmission diffraction geometry, for nanometer-scale focusing of hard x-rays. To produce an MLL, a depth-graded multilayer consisting of thousands of layers with a total thickness of tens of microns is needed. Additionally, the multilayer wafer has to be sectioned and polished to a thickness of ～10 to 25 microns to yield a diffracting grating to focus x-rays. The multilayers must have both low stress and good adhesion to survive the subsequent cutting and polishing processes, as well as sharp interfaces and accurate layer placement. Several partial MLLs using WSi_2/Si multilayers with precise zone-plate structures have been successfully fabricated. A W/Si multilayer with the same structure, however, cracked and peeled off from the Si substrate after it was grown. Here we report results of our film stress studies of dc magnetron-sputtered WSi_2, W, and Mo thin films and WSi_2/Si, W/Si, and Mo/Si multilayers grown on Si(100) substrates. The stress measurements were carried out using a stylus profiler to measure the curvatures of 2-inch-diameter, 0.5-mm-thick Si(100) wafers before and after each coating. The physical origins of the stress and material properties of these systems will be discussed.