The spin magnetization of a system of fermions confined to two dimensi
ons, and subject to a strong magnetic field, has been predicted to exh
ibit a first-order phase transition as a function of its Zeeman energy
. We present strong experimental evidence that such a paramagnetic to
ferromagnetic phase transition occurs at Landau level filling nu = 4 i
n the two-dimensional hole gas. We demonstrate that our data are not e
xplained by perturbative effects such as Landau level anticrossing, an
d show that exchange coefficients measured at odd filling factors are
consistent with the predicted size of the gap at nu = 4.