As an HIV/AIDS epidemiologist, I know of a small number of men who apparently acquired the virus heterosexually (because other likely causes were pretty much ruled out). Male heterosexual (non-injecting) cases still aren’t common in my part of the country, but - as someone mentioned - HIV is commonly spread heterosexually in Africa and some other parts of the world. In fact I believe heterosexual sex might be the leading HIV transmission route in the world.
When an HIV/AIDS case is reported to the state Health Department, information on mode of transmission is collected. If a man reports ever having had sex with a man or having injected drugs, that/those are assumed to be the mode(s) of transmission for his infection. Those are the majority of cases we see. If he claims to have acquired the virus from a woman, the case is investigated further to be sure, and further investigation in the majority of cases uncovers those other(often lied about) behaviors. To confirm that it is probably a heterosexually acquired case (and this is true of female cases, too), the patient must be linked (generally by their own report) to a heterosexual sex partner who is infected with HIV or who belongs to one of the most common risk groups: if the case is a male, he must have a female sex partner who has HIV or is an injection drug user.
If it is a female who is claiming sexual transmission of HIV, she must report having a partner who is an injection drug user, a man who has sex with men, or someone who is also infected. Otherwise she is considered a “no identified risk” case under continued investigation. In this way, if new unusual routes of transmission were to emerge, we’d find out about em.
This is a simplistic description of how cases (and transmission categories) are reported and investigated and I know from experience that this topic can bring up a whole bunch of new questions and concerns. I will be happy to answer them if I can. You can also find more information about HIV/AIDS surveillance at http://www.cdc.gov.
And no, I don’t have specific info. about Magic Johnson.