The filamentation instability of short wavelength lasers in plasmas is investigated theoretically. The wavelength dependence of the two principal filamentation mechanisms, namely the ponderomotive force and Joule heating, are examined and deductions made on their relative importance for current short wavelength experiments. It is found theoretically that the Joule heating mechanism is dominant for short wavelengths and high Z materials while the ponderomotive force becomes more important for longer wavelengths and low Z materials.