Dielectric permittivity of PbMg1/3Nb2/3O3 (PMN) relaxor was investigated as a function of DC bias and AC driving field. In single crystals, DC and AC field effects exhibited very different behavior, including anisotropy and sign of the effect. It was shown that the model of PMN, in which the dielectric response of the material to the AC field was controlled by a side-way motion of the interphase boundaries of the polar regions, provided a good qualitative interpretation of the observed phenomena. Comparison of the DC and AC field effects measured in ceramics and single crystals demonstrated that the data obtained for ceramics correspond to the averaging of the non-linear effects over random orientations of the grains.