The pressure dependence of the nonlinearity coefficient a of the roton second sound in superfluid He-II at pressures up to 25 bar has been studied. It has been found that with increasing pressure the temperature T-alpha, at which the coefficient a goes through zero, is lowered from 1.88 to 1.58 K. It means that at all pressures up to the freezing of the superfluid liquid there exists a wide range of temperatures T-alpha < T < T-lambda where the nonlinearity coefficient is negative: alpha < 0. In propagating compressional wave of second sound, it corresponds to a positive oscillation of the temperature in He-II, and a temperature discontinuity (shock) should appear at the back side of the pulse. On generating a bipolar second sound pulse with shock in its middle, the width of the pulse does not change with distance. (C) 2000 Elsevier Science B.V. All rights reserved.