Liverpool boss Rafa Benitez said Tuesday a legal team has been mobilized after United rejected a six-million-pound bid for the 29-year-old.
But Ferguson repeated his determination that Heinze will not be allowed to move to his bitter rivals.
"There hasn't been any change in our stance because Heinze is not going to Liverpool as far as I am concerned," Ferguson said in Macao where United are on an Asian tour.
The 25-year-old Baptista had an up and down time at Arsenal last season, but he is on the rise again due to the pivotal role that he played in Brazil's triumph in the Copa America this month.
He is apparently up for sale ... but whether he is available for transfer to European rivals AC Milan is in question. Real have evidently changed their appraisal of the player after having unsuccessfully attempted to offload him to Arsenal ... or so they have told the European champions.
Real Madrid's technical director Miguel Angel Portugal: "I know Baptista will be important for Real Madrid. He could become an essential part of our team."
The striker himself is not keen on move away from the Bernabéu, but he did say he was "flattered" by Newcastle's interest. And the chance of first team football with Milan could tempt him.