The motion of a single Brownian particle in a complex fluid can reveal material behavior both at and away from equilibrium. In active microrheology, a probe particle is driven by an external force through a complex medium and its motion studied in order to infer properties of the embedding material. Most work in microrheology has focused on steady behavior and established the relationship between the motion of the probe, the microstructure, and the effective microviscosity of the medium. Transient behavior in the near-equilibrium, linear-response regime has also been studied via its connection to low-amplitude oscillatory probe forcing and the complex modulus; at very weak forcing, the microstructural response that drives viscosity is indistinguishable from equilibrium fluctuations. But important information about the basic physical aspects of structural development and relaxation in a medium is captured by startup and cessation of the imposed deformation in the nonlinear regime, where the structure is driven far from equilibrium. Here, we study theoretically and by dynamic simulation the transient behavior of a colloidal dispersion undergoing nonlinear microrheological forcing. The strength with which the probe is forced, F-ext, compared to thermal forces, kT/b, governs the dynamics and defines a Peclet number, Pe = F-ext/(kT/b), where kT is the thermal energy and b is the colloidal bath particle size. For large Pe, a boundary layer (in which unsteady advection balances diffusion) forms at particle contact on the time scale of the flow, a/U, where a is the probe size and U its speed, whereas the wake forms over O(Pe) diffusive time steps. Similarly, relaxation following cessation occurs over several time scales corresponding to distinct physical processes. For very short times, the time scale for relaxation is set by a boundary layer of thickness delta similar to (a + b)/Pe, and so tau similar to delta(2) = Dr, where Dr is the relative diffusivity between the probe of size a and a bath particle. Nearly all stress relaxation occurs during this time. At longer times, the Brownian diffusion of the bath particles acts to close the wake on a time scale set by how long it takes a bath particle to diffuse laterally across it, tau similar to (a + b)(2)/Dr. Although the majority of the microstructural relaxation occurs during this wakehealing process, it does so with little change in the stress. Also during relaxation, the probe travels backward in the suspension; this recovered strain is proportional to the free energy stored in the compressed particle configuration, an indicator that the stress is proportional to the free energy density stored entropically in the microstructure. Theoretical results are compared with Brownian dynamics simulation where it is found that the dilute theory captures the correct behavior even for concentrated suspensions. Two modes of forcing are studied: Constant force and constant velocity. Results are compared to analogous macrorheology results for suspensions undergoing simple shear flow. (C) 2013 The Society of Rheology. [http://dx.doi.org/10.1122/1.4775349]