I'm not sure that it can be done with all resins, but I believe there are companies that specialize in making the resin or additives. Eriez is one that makes an additive. As far as I recall, the process is much the same as molding neat plastics.
A search for magnetic plastics additives might yield good results.
You might also look to http://www.freepatentsonline.com/
for a search.
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