  A theory accounting for the specific features of magnetic polarons (MP) in
the presence of spin glass order is presented. We derive and solve
selfconsistent equations for i) the polaron magnetisation, ii) the
thermodynamically averaged carrier--spin, and iii) for the spin glass order
parameter. The temperature dependence of these quantities is analysed in
detail. The modification of the spin glass phase due to the presence of the
exchange field of the carrier inside the magnetic polaron volume is
investigated. The onset of spin glass order leads to a plateau--like flattening
in the temperature dependence of the MP energy at low temperatures. It is found
that solutions of spin glass equations are needed to optimally fit the
experimental data of the temperature dependence of the exciton magnetic polaron
(EMP) energy in (Cd,Mn)Te. Moreover, the dynamical aspects of the MP formation
are discussed. Our model predicts qualitatively different temperature
dependences of the MP formation time in different dynamical scenarios.
