Hm, the magnetic field changes direction, but it doesn't refract (in the strict sense of the word), as refraction is a wave phenomenon. Giving a easier example: when Earth orbits around the Sun, it constantly changes direction, but it's not refracting. Of course, when a magnetic field is part of a electromagnetic wave, then both the wave and the magnetic field change direction (except in normal incidence, of course), but we can only say the wave has refracted. The maximum we can say about the magnetic field is that it has changed direction.
@DrDu: well, not quite.
You can say the whole wave refracts, but its constituent electric and magnetic fields don't refract, since the aren't waves. And u isn't the "refraction index" for the magnetostatic case, for the same reasons.