Tunnel-diode resonator technique was used to study crystals of ferromagnetic re-entrant superconductor, ErRh$_{4}$B$_{4}$. At the boundary between ferromagnetism (FM) and superconductivity (SC), dynamic magnetic susceptibility, $chi(T,H)$, exhibits highly asymmetric behavior upon warming and cooling as well as enhanced diamagnetism on the SC side. SC phase nucleates upon warming in a cascade of discontinuous jumps in magnetic susceptibility $chi(T,H)$, whereas FM phase develops gradually as reported in detail in cite{prozorov2008}. Here we further investigate enhanced diamagnetism. We find that when a magnetic field is applied along the magnetic easy axes, a region of enhanced diamagnetic screening is smaller than in the perpendicular orientation. A discussion of possible causes of this effect is provided.
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