  The response of polar nanoregions (PNR) in the relaxor compound
Pb[(Zn$_{1/3}$Nb$_{2/3}$)$_{0.92}$Ti$_{0.08}$]O$_3$ subject to a [111]-oriented
electric field has been studied by neutron diffuse scattering. Contrary to
classical expectations, the diffuse scattering associated with the PNR
persists, and is even partially enhanced by field cooling. The effect of the
external electric field is retained by the PNR after the field is removed. The
``memory'' of the applied field reappears even after heating the system above
$T_C$, and cooling in zero field.
