There are some meds that are given when there's a problem that may cause issues themselves, but the possible benefit outweighs the possible risk. Mag sulfate is given by IV or IM to stop contractions (called a tocolytic) so taking it by mouth may not have the same effect, plus (this excerpt from Medscape):
"Magnesium sulfate is widely used as the primary tocolytic agent because it has similar efficacy to terbutaline with far better tolerance. Common maternal side effects include flushing, nausea, headache, drowsiness, and blurred vision. The mother should be monitored for toxic effects, such as respiratory depression or even cardiac arrest, that can occur at supratherapeutic levels. In addition, magnesium sulfate readily crosses the placenta and may lead to respiratory and motor depression of the neonate."
http://emedicine.medscape.com/article/260998-overview#aw2aab6b6
I would ask your OB before taking it as a preventative measure. Just my 2 cents...