This is possible, it's just very very difficult to do.
People regularly do this with the electric field of light to move dielectric particles (insulators) in the lab, and the technique is known as "optical tweezers":
http://en.wikipedia.org/wiki/Optical_tweezers
The reason you don't want to try this with magnetic particles is that the magnetic field of light is much weaker than the electric field, or rather that it doesn't interact very much with most magnetic materials.
Greg's answer above is half correct - The fact that these fields oscillate in time means that the applied force would oscillate as well, however, the field gradient is exploited instead to make optical tweezers work.
The classical electromagnetic waves may have many forms. The simplest examples are "monochromatic" waves with a well-defined frequency $f$ – the number of periods per second. The wavelength – the distance between two maxima of the wave – is $\lambda=c/f$.
When you change something about the electromagnetic field at one point, i.e. when you try to modify an electromagnetic wave, you can't instantly modify anything at a distant place. The information and influence can never propagate faster than $c$, the speed of light in the vacuum. This is a completely general fact about Nature that follows from the special theory of relativity and it applies to quantum theory, too. If you start with a wave of a huge wavelength $L$ and modify quickly something about the wave in a small region and in a timescale much shorter than the period of the electromagnetic wave, in a hope that this allows you to "instantly" affect distant points of space, you will fail. Instead of making a long electromagnetic wave collaborate on your project, you will create some electromagnetic waves of a much higher frequency and shorter wavelength. Too long electromagnetic waves just don't allow you to make things "really quickly" – in times shorter than $T$, their period – and too locally – in regions much shorter than the wavelength. Whenever the resolution of time or space is much better, it just proves that some electromagnetic waves of much higher frequency and shorter wavelength are present.
To describe the waves in the microwave oven, it is enough to consider classical physics i.e. avoid the notion of photons. The microwaves – electromagnetic waves whose wavelength is just a little bit shorter than the size of the oven – have a negligible chance to get through the holes because these holes are much smaller than the wavelength. The mechanism is sometimes called electromagnetic shielding. How does it work?
Well, if you want to discuss waves of wavelength $\lambda$ only, their dependence on space must always have the form $A\cdot \cos(2\pi x / \lambda)$: waves with the right distance between the minima. However, the metallic cage surrounding the interior of the oven imposes the potential $\phi=0$ at a very dense network of points. When you try to write down the potential as $A\cdot \cos(2\pi x / \lambda)$, while making sure that it's zero at all points where there is a conductor, you will find out that there is no solution except for $A=0$. The wave of the given wavelength just can't get through at all. Alternatively, you could calculate the reflection from the metallic points of the mesh (not counting the holes). They would interfere with each other and guarantee that the probability of reflection is nearly 100 percent.
In other words, the microwave-frequency photon is "really large", at least as large as the wavelength, and it just "doesn't fit in". It could fit in if it "pretended" it was a shorter-wavelength photon but that would be a different one. The microwave oven prescribes a frequency $f$ and the corresponding wavelength is always $c/f$ and cannot change. You may also look at the situation with a "poor resolution" so that you "neglect" distances shorter than the wavelength. From this viewpoint, the metallic caging of the oven looks solid despite the small holes. That's ultimately why it looks solid to the electromagnetic waves.
All these things may also be phrased in terms of photons – which is needed in quantum theory – even though, as I said, it is not necessary for microwaves because they contain a huge number of coherent photons so that this large group of photons behaves classically.
Individual photons are described by wave functions that mathematically look like an electromagnetic wave. It may be monochromatic but it may be a mixture of different frequencies, too. Individual photons' wave functions propagate through the oven or anything else pretty much just like the classical electromagnetic waves. That's why photons of microwave frequencies can't escape from the microwave, either. But the interpretation is different: the wave function isn't directly measurable like the electric fields. Instead, it encodes (after squaring) the probability density that the photon is here or there.
If you try to catch a photon whose wave function is spread over a large region, you have a certain calculable chance that you will catch it "somewhere here", in a particular nearby region $V$. But when you do so, the probability is zero that the photon is simultaneously at some other, distance place $P$. So whatever you do to the photon here – if you are lucky at all and the photon "shows up" here – will not affect what is happening very far from you. Effectively, if you see the photon here, the "wave function collapses" and you're sure that the photon isn't "over there" so it can't do anything there. The photon was never over there; it only had a chance to be there but your measurement showed that the chance didn't materialize. These points are often misunderstood because people are trying to imagine that the wave function of the photon is a real wave that must leave some traces even if the photon is ultimately seen elsewhere. But it can't and it doesn't leave any traces whatsoever: the nonzero wave function only quantified a "potential" that something may be seen somewhere. When it's seen elsewhere, it's a proof that the potential was never "real".
At any rate, you will see that photons can't be used to send superluminal signals, either.
Best Answer
This interference is unfortunately quite typical as David pointed out in his comment.
A typical household microwave oven operates at 2.45 GHz, the 802.11g wireless spectrum lies in the range of 2.412 to 2.472 GHz. This by itself is not a big problem, as the WiFi algorithms use sophisticated algorithms to operate even with noise at the same frequencies. The problem is the leaked power that can be much higher than any nearby WiFi signal. The shielding is never perfect and usually from the ~800W only a tiny amount will leak out through the seals, the metallic grid in the front window, etc.
We analysed the amount of leakage with a calibrated microwave sender/receiver pair during my undergraduate time and found attenuation in the range of 99.75% to 99.98% for different types of metallic grids in the front doors. This means that still 160mW to 2W can leak out of the oven (I am not sure if 2W of leakage are even allowed today as it was an old microwave oven). Compared to the allowed output power of WiFi of 100mW to 300mW depending on the region/country it is easy to see why a not well shielded oven can drown out the signal completely. You can avoid the WiFi interruptions by trying out different channels, using a 5GHz setup or using a better microwave.
The biological harm caused my microwave radiation is still under debate to phrase it mildly. There a lots of different effects and long-term influences are very hard to characterize. So if we take the worst case scenario of the 2W leaking microwave it is safe to assume that any thermal effects are tiny as you will not put your head against the oven and from the distance of a couple of centimeters the deposited power per volume is too small to have any effect. The same cannot be said so easily for a cellphone which you have for a long time very close to your head, but after hundreds of studies it is clear that immediate negative effects could not be found and now big long term studies try to characterize effects that only happen after years of exposure.