A bow shock is a discontinuity that forms when the supersonic solar winds encounter a planet's magnetic field, similar to the shock wave that forms upstream from a supersonic aircraft.
The bow shock crossing is indicated by the abrupt burst of electric field noise at the time marked by the arrow. The electric field noise is caused by electrical currents that flow in the shock.
In 2004, the Cassini probe crossed the bow shock of Saturn.
Here is the audio clip of the event.
And here is a wonderful graphic explanation, courtesy of the University of Iowa: