The problem of the nonlinear transient response of a system of rigid dipolar particles (macromolecules) diluted in a nonpolar solvent to a sudden change of an external dc field both in magnitude and direction is considered. On solving the noninertial Fokker-Planck equation for the rotational Brownian motion of a dipolar particle, the relaxation functions and relaxation times are calculated for the transient dynamic Kerr effect and nonlinear dielectric relaxation. This is accomplished by using the matrix-continued fraction method, which allows one to find the solution of the infinite hierarchy of differential-recurrence relations for the first- (electric polarization) and second- (electric birefringence) order transient responses of ensemble averages of the spherical harmonics (relaxation functions). The results are compared with solutions previously obtained and illustrated by plots for the relaxation times and spectra of the relaxation functions.