Zn(1-x)MgxO alloys have been grown by using metal-organic vapor phase epitaxy (MOVPE) technique on ZnO substrates at 800 degrees C. The photoluminescence spectroscopy was used to determine the alloy composition. Mg solid compositions up to 20% have been obtained by MOVPE, depending on the relative Mg/Zn pressure ratio in the vapor phase. The low temperature photoluminescence (PL) lines of Zn(1-x)MgxO solid solutions originate from the recombination of localized excitons trapped in potential fluctuations. Some thin quantum wells ZnO/Zn(1-x)MgxO have been prepared with well thicknesses around 3 nm. The quantum wells are influenced by the quantum confined Stark effect related to internal electric field present in the wurzite ZnO/ZnMgO heterostructures. The internal electric field can be partially screened by increasing the pump power for PL experiments.