Bill,
as already mentioned, mag is considerably lighter than aluminum for the first clue. Also mag will usually be a dark gray color and is prone to corrosion (especially if the heads were ever run "wet"). If it is mag make sure to thoroughly clean the area to be welded immediately prior to welding as mag will oxidize while you are looking at it. Run a big cup on a gas lens, bump up the post flow and make sure to not pull the rod out of the shielding gas until it too has cooled. And as to your original question, no you can't weld aluminum to mag (at least not successfully).
Roo