Brownell'e sells what is called soft stainless steel pad that does wonders and will not remove the bluing unless you get crazy with it. It does leave a white spot where the rust was though. A little bit of oil on the pad helps a bunch.
There is a kitchen scrubbing pad that will also work but I don't remember the name of it right now. Its also a soft stainless steel pad.
I stay away from 0000 steel wool as it does remove bluing.
No problem. The difference is the hardness of the metal in the pad. I have found 0000 to be harder than the soft stainless steel pad and can leave small scratches whereas the soft stainless steel that Brownell's sells has larger strands that are flat and quite soft. The wide strands seem to be able to scrape the rust off with no problem but never touch the bluing on any of the guns I have used it on. Pretty amazing stuff really. I have used it on some very expensive guns and I don't worry at all but I have also see some guns that people have tried to do the 0000 steel wool on and I can see it every time.
Just an observation and a learned curve is all.