Measurements of the penetration depth lambda (T,H) in the presence of a dc
magnetic field were performed in MgB2 wires. In as-prepared wires lambda (T
,H < 130 Oe) shows a strong diamagnetic downturn below <approximate to>10 K
. A dc magnetic field of 130 Oe completely suppressed the downturn. The dat
a are consistent with proximity coupling to a surface Mg layer left during
synthesis. A theory for the proximity effect in the clean limit. together w
ith an assumed distribution of the Mg layer thickness. qualitatively explai
ns the field and temperature dependence of the data. Removal of the Mg by c
hemical etching results in an exponential temperature dependence for lambda
(T) with an energy gap of 2 Delta (0)/T-c approximate to 1.54 [Delta (0) a
pproximate to 2.61 meV], in close agreement with recent measurements on com
mercial powders and single crystals. This minimum gap is only 44% of the BC
S weak coupling value. implying substantial anisotropy.