The importance of magnetohydrodynamics and plasma physics for the solution of thermonuclear problem is presented in the paper. Methods for capture of a plasma by a magnetic field are discussed. From the study it is concluded that in principle it is possible to shoot heated plasma into a magnetic field and capture it there. A possible method of capturing plasma which is shot into a magnetic field is illustrated. Magnetohydrodynamic research performed during the last decade in Stockholm is presented. Following a long series of investigations of relatively cool plasmas, it has been started a series of experimental investigations on hot plasmas, concentrating on the fundamental properties of the plasma. New ways of the approach to the thermonuclear problem are analysed. Experiments have been with discharges of a few hundred kiloamps to produce fast-moving magnetized plasmas, in order to investigate whether they could be captured by magnetic fields in the discussed way.