We investigate the nonlinear propagation of an ultra-short, 150 fs, optical pulse along the waveguide of a quantum dot (QD) laser operating above threshold. We demonstrate that among the various nonlinear processes experienced by the propagating pulse, four-wave mixing (FWM) between the pulse and the two oscillating counter-propagating cw fields of the laser is the dominant one. FWM has two important consequences. One is the creation of a spectral hole located in the vicinity of the cw oscillating frequency. The width of the spectral hole is determined by an effective carrier and gain relaxation time. The second is a modification of the shape of the trailing edge of the pulse. The wave mixing involves first and second order processes which result in a complicated interaction among several fields inside the cavity, some of which are cw while the others are time varying, all propagating in both directions. The nonlinear pulse propagation is analyzed using two complementary theoretical approaches. One is a semi-analytical model which considers only the wave mixing interaction between six field components, three of which propagate in each direction (two cw fields and four time-varying signals). This model predicts the deformation of the tail of the output signal by a secondary idler wave, produced in a cascaded FWM process, which co-propagates with the original injected pulse. The second approach is a finite-difference timedomain simulation, which considers also additional nonlinear effects, such as gain saturation and self-phase modulation. The theoretical results are confirmed by a series of experiments in which the time dependent amplitude and phase of the pulse after propagation are measured using the cross-frequency-resolved optical gating technique.