I've never heard of it in that context. Gateway drug usually refers to drugs in a stepping stone manner.

http://en.wikipedia.org/wiki/Gateway_drug_theory

I'm sure you get the spirit of that statement, but if not, it's not really about the actual idea of some sort of natural progression but rather that because you have to seek out an illegal source for it, you're more likely to come into contact with sources of other illegal drugs, and therefore more likely to try them as well.