You need to make sure that the instance "Magazine MMG" is placed before the actual gun. Also make sure that the magazine is also defined in the gun itself. If you renamed the magazine, you'll have to rename the instance name present in the gun part as well.
I hope that helps. You can pm me your file if you need more help. I'll look it over.
Edit: Example, taken from some random gun:
AddAmmo = Magazine
InstanceName = Colt M16 Mag <- has to match
AddDevice = HDFirearm
Magazine = Magazine
CopyOf = Colt M16 Mag <- has to match