We use confocal microscopy to study the motion of a magnetic bead in a dense colloidal suspension, near the colloidal glass transition volume fraction phig. For dense liquid-like samples near phig, below a threshold force the magnetic bead exhibits only localized caged motion. Above this force, the bead is pulled with a fluctuating velocity. The relationship between force and velocity becomes increasingly nonlinear as phig is approached. The threshold force and nonlinear drag force vary strongly with the volume fraction, while the velocity fluctuations do not change near the transition.