[en] Magnetization studies have been carried out on MgB₂ polycrystalline samples in the temperature range of 5 - 44 K and in the magnetic field up to 7 Tesla. The critical current density was calculated from hysteresis loops using the Bean's critical state model, and the highest value of J_c at 20 K was 2.7 x 10⁵ A/cm² at 2 Tesla. The hysteresis loops were carefully examined to determine the temperature and magnetic field range where flux jumps appeared. The first jump occurred typically at 1 Tesla. Due to the strong pinning, we observed the presence of flux jump below H = 1 Tesla at temperature below 30 K.