  A second-order phase transition is characterized by spontaneous symmetry
breaking. The nature of the broken symmetry in the so-called "hidden order"
phase transition in the heavy fermion compound URu2Si2, at transition
temperature T_h=17.5 K, has posed a long-standing mystery. We report the
emergence of an in-plane anisotropy of the magnetic susceptibility below T_h,
which breaks the four-fold rotational symmetry of the tetragonal URu2Si2.
Two-fold oscillations in the magnetic torque under in-plane field rotation were
sensitively detected in small pure crystals. Our findings suggest that the
hidden-order phase is an electronic "nematic" phase, a translationally
invariant metallic phase with spontaneous breaking of rotational symmetry.
