We study the problem of a linearized Heisenberg ferromagnetic chain in
the presence of a nonlinear impurity. The exchange coupling of the im
purity to its nearest-neighbour spins is anisotropic and expanded to t
he fourth order of the magnon operators, while the rest of the couplin
gs are isotropic and linearized. We show that, in a parameter region,
a magnon bound state trapped at the impurity exists with energy higher
than the magnon band of the linearized chain. The calculation of the
transmission coefficient of plane waves through such an impurity revea
ls the existence of completely unscattered modes with transmission equ
al to unity. We also demonstrate a corresponding dynamical self-trappi
ng phenomenon at the non-linear impurity by a numerical study of the t
ime-integrated autocorrelation function.