  High resolution measurements of the dynamic magnetic susceptibility are
reported for ferromagnetic re-entrant superconductor, ErRh$_{4}$B$_{4}$.
Detailed investigation of the coexisting regime reveals unusual
temperature-asymmetric and magnetically anisotropic behavior. The
superconducting phase appears via a series of discontinuous steps upon warming
from the ferromagnetic normal phase, whereas the ferromagnetic phase develops
via a gradual transition. A model based on local field inhomogeneity is
proposed to explain the observations.
