  Using small-angle neutron scattering we have measured the misalignment
between an applied field of 4 kOe and the flux-line lattice in MgB$_2$, as the
field is rotated away from the c axis by an angle $\theta$. The measurements,
performed at 4.9 K, showed the vortices canting towards the c axis for all
field orientations. Using a two-band/two-gap model to calculate the
magnetization we are able to fit our results yielding a penetration depth
anisotropy, $\glam = 1.1 \pm 0.1$.
