Heterogeneities induced in a nematic polymethacrylate by thermal annealing in the isotropic phase were investigated by studying the dynamics of the cholestane spin probe dissolved in the host matrix by electron spin resonance. The molecular site distribution was well described by a two delta -like distribution function. The temperature dependences of the dynamics of the slow and fast components were fully characterized in going from the isotropic state to the glassy state through the nematic phase. It was found that the behaviors of the spinning correlation times with temperature in the isotropic and nematic regions were well represented by the Vogel-Fulcher law. By comparing the temperature dependence of the probe dynamics with the a relaxation process of the polymer, we estimated the cooperativity degrees in the dynamics of the molecular probe in the different sites. The relative populations of the slow and fast sites were determined over the whole temperature range investigated. It was shown that such population was sensitive to conformational change of the polymer backbone.