We fabricated superconducting MgB2 films with Mg/B multilayer precursors followed by ex-situ annealing. Different ways of samples' placement have been tried, and we found that turning over the samples can effectively removed the particles of Mg condensed on the film surface. The Tc of the films was about 35K with a transition width of 0.8K. The surface is quite smooth, having a roughness of 10 nm in an area of 5 μm×5 μm. When the thickness of the film is less than 1000?, the Tc is significantly reduced. With the different configurations of the multilayer precursor, the Tc of a 600?-thick film can be optimized to 32K and the Jc is 2.4×106A/cm2 at 20K.