My Magnezone got OHKO'd by my brother's Infernape. The Magnezone had Sturdy. What is wrong?
That's happening because Sturdy was different in Gen 4. It only protected you from moves that always OHKO (Sheer Cold, Guillotine, etc.) and wouldn't protect you from any other move like it does in Gen 5 onward.
Sturdy in 4th generation was only used to protect you from OHKO moves , that being said, It's rather pointless to have on a Pokemon. It wasn't until 5th Generation when Game Freak saw this and added a focus sash related add-on to the ability.