Abstract : Upon fast enough cooling, a liquid avoids crystallization and enters in a supercooled state. The relaxation time of this supercooled liquid increases extremely fast when the temperature decreases towards the glass transition temperature Tg. Below Tg, the system is in the glassy state. It ages : the relaxation time increases with time. The existence of a growing correlation length associated to the slowing down of supercooled liquids (or of glasses) is one of the main open issues in the physics of the glass transition. On very general theoretical arguments, it has been shown that the third order a.c. nonlinear susceptibility around Tg gives direct access to the dynamical correlation length. We have developped a high sensibility experiment to measure, close to Tg, two nonlinear dielectric susceptibilities of the third order. Our results performed on supercooled glycerol are quantitatively in very good agreement with theoretical predictions. They show that the dynamical correlation length increases when T decreases towards Tg. Below Tg, aging experiments of one of the nonlinear susceptibilities reveal that the dynamical correlation length increases with time. These results clearly evidence the collective character of glassy dynamics and reinforce the picture of an underlying critical point, which would explain the ubiquity of the glass transition in Nature.