We report on the microwave (mw) properties of a cylindrical MgB2 rod prepared by the reactive liquid Mg infiltration technology. The MgB2 rod, 94.3 mm long, is used as inner conductor of a coaxial cavity having a Cu tube as external conductor. By analyzing the resonance curves of the cavity in the different resonant modes and at different temperatures, we have determined the temperature dependence of the mw surface resistance, Rs, of the MgB2 material, at fixed frequencies, and the frequency dependence of Rs, at fixed temperatures. Our results show that the Rs(f) curves follow a f^n law, where n decreases on increasing the temperature, starting from n=2, at T=4.2 K, down to n=0.7 at T>Tc. The double gap nature of MgB2 manifests itself in the presence of a wide low-T tail in the R(T) curves, which can be ascribed to the quasiparticles thermally excited through the pi gap even at relatively low temperatures