  (Abridged) I cross-correlate the OGLE database of Cepheids in the Large and
Small Magellanic Clouds (MCs) with the second incremental release of the 2MASS
JHK survey, and the DENIS IJK point source catalog towards the MCs.
  Of the 3384 Cepheids in OGLE in both Clouds, 1745 have a counterpart in the
2MASS survey within an 1" radius and good-photometry in all three bands. Only
173 have a counterpart in the DENIS survey within an 1" radius and
good-photometry in all three bands. The reason for this difference is that the
limiting magnitudes of the 2MASS survey are considerably fainter than for
DENIS.
  To describe to first order the geometrical configuration of the MCs a plane
is fitted to the reddening-free Wesenheit (W) index. For the LMC an inclination
angle of 18 $\pm$ 3\degr is derived, for the SMC a value of $i = 68 \pm 2$\degr
is derived. These results are being used to take out the effect that some
Cepheids are closer to the observer than others.
  Using single-epoch 2MASS data for the OGLE Cepheids, PL-relations are fitted
in JHK for both Fundamental mode (FU) and First-overtone (FO) pulsators, taking
out the effect of the inclined disk.
  The derived PL-relations are used to derive a relative distance modulus of
0.50 \pm 0.02 between SMC and LMC assuming no metallicity correction.
  Combining the zero points of the Galactic and MCs PL-relations distance
moduli of 18.60 $\pm$ 0.11 (based on W) and 18.55 $\pm$ 0.17 (based on K) to
the LMC, and of 19.11 $\pm$ 0.11 (W) and 19.04 $\pm$ 0.17 (K) to the SMC are
derived (without taking into account possible metallicity corrections).
