A fraction of high-mass X-ray binaries are supergiant fast X-ray transients. These systems have on average low X-ray luminosities, but display short flares during which their X-ray luminosity rises by a few orders of magnitude. The leading model for the physics governing this X-ray behaviour suggests that the winds of the donor OB supergiants are magnetized. In agreement with this model, the first spectropolarimetric observations of the SFXT IGR J11215-5952 using the FORS 2 instrument at the Very Large Telescope indicate the presence of a kG longitudinal magnetic field. Based on these results, it seems possible that the key difference between supergiant fast X-ray transients and other high-mass X-ray binaries are the properties of the supergiant's stellar wind and the physics of the wind's interaction with the neutron star magnetosphere.