Gamma-ray bursts are observed to emit photons with energies in excess of tens of MeV. The emergence of multi-MeV photons must confront the growing evidence that gamma-ray bursts originate from neutron stars with a strong magnetic field. If the emission is roughly isotropic, photon annihilation leading to electron-positron pair production is very efficient, and most of the emission is attenuated. On the other hand, multi-MeV photons may escape to infinity if they are emitted in a beam about the local magnetic field. In this Letter, the amount of beaming required to allow high-energy photons to escape is calculated. Applying the result to the burst GB780325, which emits photons up to 6 MeV and shows evidence of a 5 x 10 to the 12th G magnetic field, it is found that the radiation can escape if it is beamed by approximately less than 0.3 rad. In general, emission up to 100 MeV as seen in some bursts does not pose a problem.