Best way to do it, is to flood the melting vessel with argon gas, and heat it from the outside, maintain a small constant flow of argon to counter the displacement of gas that will be produced by the heat.
Argon is sold by some online welding stores in small canisters, that are to be connected up to a suitable regulator to dispense the gas.
I have included a link to a source of argon, as it, at least for me, was hard to find to start with
http://www.welduk.com/Details.asp?ProductID=90 They sell both the small argon cylinders, and also the correct regulators to dispense the gas.
You might wish to email the company first, to see if there argon supply is admixed with nitrogen, as when ignited, Mg will burn in nitrogen to give the nitride Mg2N2.