Like many engineering programs in Europe, the final part of most Swedish software engineering programs is a longer project in which the students write a Master's thesis. These projects are often conducted in cooperation between a university and industry, and the students often have two supervisors, one at the university and one in industry. In particular, the Bologna Process that is currently underway to align different higher educational programs in Europe discusses industrial Master's theses as a major type of thesis project. However, there is a lack of knowledge on how best to support these projects and the different stakeholders involved. This paper presents a study where students and supervisors from software engineering Master's thesis projects at three different Swedish universities are interviewed. The intention of the study is to explore what the major problems of different stakeholders are during a project and to investigate what type of support is needed. Based on the interview results, a support model is defined, which outlines the different types of support that are needed for different roles in Master's thesis projects. (Contains 2 figures and 1 table.)