NO, NO, NO!!!
The Modern Language Association encourages this grammatical atrocity for political reasons: "gender" is said to be "a political construct" used to support the "dominant sexual-political paradigm" and is therefore "up to the individual to affirm or deny."
This is the kind of thing that leads to girls trying to join the Boy Scouts, 'gay' teens trying to use the girls' gym, and "Transgender Studies" in academia.
PLEASE don't encourage these kind of people.
So..
When faced with creating a form, on which there will be two selection boxes:
MALE
FEMALE
should the heading be...
SEX
or
GENDER??