The effects of the first nonlinear corrections to the DGLAP evolution equations are studied by using the recent HERA data for the structure function $F_2(x,Q^2)$ of the free proton and the parton distributions from CTEQ5L and CTEQ6L as a baseline. By requiring a good fit to the H1 data, we determine initial parton distributions at $Q_0^2=1.4$ GeV$^2$ for the nonlinear scale evolution. We show that the nonlinear corrections improve the agreement with the $F_2(x,Q^2)$ data in the region of $xsim 3cdot 10^{-5}$ and $Q^2sim 1.5$ GeV$^2$ without paying the price of obtaining a worse agreement at larger values of $x$ and $Q^2$. For the gluon distribution the nonlinear effects are found to play an increasingly important role at $xlsim 10^{-3}$ and $Q^2lsim10$ GeV$^2$, but rapidly vanish at larger values of $x$ and $Q^2$. Consequently, contrary to CTEQ6L, the obtained gluon distribution at $Q^2=1.4$ GeV$^2$ shows a power-like growth at small $x$. Relative to the CTEQ6L gluons, an enhancement up to a factor $sim6$ at $x=10^{-5}$, $Q_0^2=1.4$ GeV$^2$ reduces to a negligible difference at $Q^2gsim 10$ GeV$^2$.