We study the guiding of $^{87}$Rb 59D$_{5/2}$ Rydberg atoms in a linear, high-gradient, two-wire magnetic guide. Time delayed microwave ionization and ion detection are used to probe the Rydberg atom motion. We observe guiding of Rydberg atoms over a period of 5 ms following excitation. The decay time of the guided atom signal is about five times that of the initial state. We attribute the lifetime increase to an initial phase of $l$-changing collisions and thermally induced Rydberg-Rydberg transitions. Detailed simulations of Rydberg atom guiding reproduce most experimental observations and offer insight into the internal-state evolution.