  Let $\vec{\omega}=( \omega_{1},...,\omega_{m})$ be a multiple weight and
$\{\Psi_{j}\}^{m}_{j=1}$ be a sequence of Young functions. Let
$\mathcal{M}_{\mathcal{R}}^{\vec{\Psi}}$ be the multilinear strong maximal
function with Orlicz norms which is defined by
$$\mathcal{M}_{\mathcal{R}}^{\vec{\Psi}}(\vec{f})(x)=\sup_{R\in
\mathcal{R},R\ni x}\prod^{m}_{j=1}\|f_{j}\|_{\Psi_{j},R}$$ where the supremum
is taken over all rectangles with sides parallel to the coordinate axes. If
$\Psi_j(t)=t$, then $\mathcal{M}_{\mathcal{R}}^{\vec{t}}$ coincides with the
multilinear strong mximal function $\mathcal{M}_{\mathcal{R}}$ defined and
studied by Grafakos et al. In this paper, we first investigated the
Fefferman-Stein type inequality for $\mathcal{M}_{\mathcal{R}}^{\vec{\Psi}}$
when $\vec{\omega}$ satisfies the $A_{\infty,\mathcal{R}}$ condition. Then, for
arbitrary $\vec{\omega}\geq 0$( each $ \omega_{j}\ge 0$), the Fefferman-Stein
type inequality for the multilinear strong maximal function
$\mathcal{M}_{\mathcal{R}} $ associated with rectangles will be given.
