|MadSci Network: Physics|
Good question! Any real magnetic material has parameter specifying its "magnetic hardness" called the coercivity. The field applied must be larger than the coercivity in order to magnetize it very much. The field is given by H = 4 Pi N I/(10L) where N is the number of turns, I is the corrent in Amps, and L is the length of the coil in cm. With N = 100 and L = 12 cm the field is about 10 Oe. This is about right for the coercivity of a "soft" iron rod. Try a big nail. It may have a lower coercivity than the rod you are using. You can get them at any hardware store.
Try the links in the MadSci Library for more information on Physics.