Self-assembly of omega-(p-nitroanilino)dodecane thiol (p-O2N-C6H4-NH-(CH2)(12)SH) (NAT) on polycrystalline gold films by adsorption from solution was studied in situ with second harmonic generation (SHG). Depending on the wavelength different parts of the system are probed. At a fundamental wavelength of 1064 nm thiol adsorption is monitored in real time by the formation of the sulfur-substrate bond. A linear dependence of the non-linear susceptibility from the thiol coverage describes the time-dependent SH signal quantitatively. In contrast, the nitroaniline (NA) end group measured at a SH wavelength of 350 nm exhibits a very different behavior, Phase-sensitive measurements carried out in situ reveal that an increase of the density of the film causes the phase of the SH signal from the NA moiety to advance. This phase shift which corresponds to a blue-shift of the resonance becomes effective for coverages higher than 0.4 and is explained by the repulsive interaction of the NAT molecules.