A charged particle moves through a magnetic field perpendicular to its direction. Then:

The magnetic force $\vec{F}=q(\vec{v}\times \vec{B})$ is always perpendicular to the velocity $\vec{v}$.Since $\vec{F}\perp \vec{v}$, the work done by the magnetic force is zero $(W=\int \vec{F}\cdot d\vec{s}=0)$.By the Work-Energy Theorem, the kinetic energy remains constant. Consequently, the magnitude of velocity (speed) is constant.However, the force changes the direction of velocity. Since momentum $\vec{p}=m\vec{v}$ is a vector, a change in direction means the momentum is changing.