In experimental studies of the Plasma Wake-field Accelerator performed to date at the Argonne Advanced Accelerator Test Facility, significant nonlinearities in both plasma and beam behavior have been observed. The plasma waves driven in the wake of the intense driving beam in these experiments exhibit three-dimensional nonlinear behavior which has as yet no quantitative theoretical explanation. This nonlinearity is due in part to the self-pinching of the driving beam in the plasma, as the denser self-focused beam can excite larger amplitude plasma waves. The self-pinching is a process with interesting nonlinear aspects: the initial evolution of the beam envelope and the subsequent approach to Bennett equilibrium through phase mixing. 35 refs., 10 figs.