Following is the experimental set-up that we used to begin investigating the non-linear Faraday effect. It combined two of the state of the art techniques viz. Optical Heterodyne and Lock-in Detection into a simple Faraday effect measurement scheme. These two techniques combined increased the sensitivity manifolds into determining the optical rotation induced by the sample via Faraday effect as compared to the simple Faraday effect measurement scheme of just 2 polarizers and the sample subjected to a DC magnetic field.