The discovery of superconductivity at 39 K in MgB2[1] raises many issues. One of the central questions is whether this new superconductor resembles a high-temperature-cuprate superconductor or a low-temperature metallic superconductor in terms of its current carrying characteristics in applied magnetic fields. In spite of the very high transition temperatures of the cuprate superconductors, their performance in magnetic fields has several drawbacks[2]. Their large anisotropy restricts high bulk current densities to much less than the full magnetic field-temperature (H-T) space over which superconductivity is found. Further, weak coupling across grain boundaries makes transport current densities in untextured polycrystalline forms low and strongly magnetic field sensitive[3,4]. These studies of MgB2 address both issues. In spite of the multi-phase, untextured, nano-scale sub-divided nature of our samples, supercurrents flow throughout without the strong sensitivity to weak magnetic fields characteristic of Josephson-coupled grains[3]. Magnetization measurements over nearly all of the superconducting H-T plane show good temperature scaling of the flux pinning force, suggestive of a current density determined by flux pinning. At least two length scales are suggested by the magnetization and magneto optical (MO) analysis but the cause of this seems to be phase inhomogeneity, porosity, and minority insulating phase such as MgO rather than by weakly coupled grain boundaries. Our results suggest that polycrystalline ceramics of this new class of superconductor will not be compromised by the weak link problems of the high temperature superconductors, a conclusion with enormous significance for applications if higher temperature analogs of this compound can be discovered.