That is a really persistent myth (that magnets will erase/corrupt data on a modern hard disk drive).
Inside of all harddrives for the last 10 or so years are multiple, very powerful neodymium iron boron magnets that move the actuator arm over the surface of the discs. If magnets outside of your drive would erase data, then surely these intensely powerful magnets inside would do the same, no?
The most conclusive testing I've seen done on this was several years ago. A guy had stacks of dead hard drives, and he decided to harvest the magnets from them. He had a stack of 50+ very powerful NIB magnets. He then took a working HDD, full to capacity, and covered the entire hard drive in them- front and back, with layer upon layer of magnets. Then he set the drive in a desk drawer for a few weeks, after which he plugged the drive up, and all of his data was still completely intact. Not 1 file was corrupted in any way.
Now, if you put a .40 or .45-caliber round through a platter, you can be certain the data is unrecoverable. Last time I checked, HDD platters are made out of some sort of silicon composite, so a bullet should shatter the entire plater (or at least half of it) into tiny fragments.