We report results of the first investigation of dusty plasma formed in glow discharge in the region of a strongly inhomogeneous magnetic field with a field gradient estimated at 2 x 10(3) G/cm, where a stable magnetic trap has been found. Geometric characteristics of the dusty plasma structure were determined, and the angular velocity of plasma rotation in several sections perpendicular to the discharge axis was measured. A mechanism of the dusty plasma structure rotation is proposed. Quantitative estimations made in the framework of this mechanism agree with the obtained experimental data.