The linear and non-linear susceptibilities of a spin-glass Eu0.4Sr0.6S system have been measured in the temperature range from 1.2 to 4.2 K, for frequencies between 1 and 234 Hz. The freezing temperature T(f)(omega --> 0) of the system is found to be 1.60 +/- 0.02 K, as determined from the Cole-Cole analysis using the linear-susceptibility data. In the vicinity of T(f) the non-linear susceptibility varies much more strongly with temperature than the linear susceptibility does. The third-harmonic results show the beginning of a power-law divergence chi-3 is-proportional-to epsilon(-gamma), where epsilon = (T- T(f))/T(f), and the curve quickly becomes rounded. This behaviour suggests a cooperative phenomenon that is greatly modified by strong dynamical and non-equilibrium effects as T(f) is approached. The critical exponent gamma is estimated to be 2.35 +/- 0.20 in the limited temperature region where a fit was obtained. In addition it is experimentally found that even a small DC field has a large effect on the third harmonic.