No, it shouldn't magnetize your gun.
In order to magnetize something, you have to pass the magnet along the length of the item to get the polarity of the atoms to align.
That would take a long time, I would think (it seemingly takes forever with a needle), and I suspect that once you fired it several times the jolting and heat would knock the atoms back out of alignment.
"The gift which I am sending you is called a dog, and is in fact the most precious and valuable possession of mankind" -Theodorus Gaza
Baby Jesus cries when the fat redneck doesn't have military-grade firepower.