Both the linear and the nonlinear magnetosonic wave in a multi-component dusty plasma are studied in the present paper. The dependence of the dispersion relation of the linear waves on the dust size distribution are given. It seems that the larger the difference between the maximum and the minimum radius of the dust grains, the lower the wave frequency for all cases of the dust size distribution. Furthermore, it is noted that the width, the amplitude and the propagation velocity of the KdV solitary wave depend on the dust size distribution, especially it depend on whether the number density of the larger sized dust grain is larger or smaller than that of the smaller sized dust grain. For the power law dust size distribution, the width and the propagation velocity of the KdV solitary wave between the maximum and the minimum radius of the dust grains is larger than that of mono-sized dusty plasma.