We present a high sensitivity method allowing the measurement of the non linear dielectric susceptibility of an insulating material at finite frequency. It has been developped for the study of dynamic heterogeneities in supercooled liquids using dielectric spectroscopy at frequencies 0.05 Hz < f < 30000 Hz . It relies on the measurement of the third harmonics component of the current flowing out of a capacitor. We first show that standard laboratory electronics (amplifiers and voltage sources) nonlinearities lead to limits on the third harmonics measurements that preclude reaching the level needed by our physical goal, a ratio of the third harmonics to the fundamental signal about 7 orders of magnitude lower than 1. We show that reaching such a sensitivity needs a method able to get rid of the nonlinear contributions both of the measuring device (lock-in amplifier) and of the excitation voltage source. A bridge using two sources fulfills only the first of these two requirements, but allows to measure the nonlinearities of the sources. Our final method is based on a bridge with two plane capacitors characterized by different dielectric layer thicknesses. It gets rid of the source and amplifier nonlinearities because in spite of a strong frequency dependence of the capacitors impedance, it is equilibrated at any frequency. We present the first measurements of the physical nonlinear response using our method. Two extensions of the method are suggested.
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