Measurements of the susceptibility and magnetization of an unconventional superconductor PrOs4Sb12 have been performed in order to study the vortex dynamics. This type of superconductor contains multi-component order parameter. Our results sheds light on the interplay between superconductivity and nuclear magnetism of Pr. These measurements have been performed down to a sub mK. We have not found out any indication of the nuclear ordering. We have observed two small decrease of susceptibility around 560mK, 300mK and a large dia-magnetization at Tc. The magnetization hysteresis loop is measured at cycling fields of ±700Oe. Avalanche-like anomalies appear around zero field below 150mK. These avalanches become frequent as decreasing temperature. Based on the property of domain wall in time-reversal symmetry(TRS) breaking superconductors, possible origins of these avalanches are discussed.