We report on nonlinear current-voltage characteristics in single-crystal Pr5/8Ca3/8MnO3 and polycrystalline Pr0.6Ca0.4MnO3. Measurements are done with samples immersed in liquid nitrogen, aiming to reduce the effect of Joule heating. Negative differential resistance (NDR) is observed for currents as low as 1 mA. Superimposed to NDR, we observe discontinuous transitions to higher or lower resistive states. These transitions are observed and studied with current passing along all three perpendicular axes of single crystal showing clear anisotropy. In polycrystal, these transitions appear to be a mixture of transitions in different current directions of the single crystal. We demonstrate that the above effects are not originated by Joule heating, and we discuss their possible origin.