There is considerable controversy surrounding the nature of the paramagnetic to ferromagnetic phase transition in La(0.7)Ca(0.3)MnO3. We have used transmission electron microscopy to determine whether the phase transition is first or second order. On warming through the transition point, the ferromagnetic phase retreats from the sample surface as it is replaced by the paramagnetic phase. This coexistence of ferromagnetic and paramagnetic phases indicates a primarily first order transition. However, there is also continuous loss of magnetization which precedes the phase transition. We compare this with the phase transition in nickel, an archetypal second order ferromagnet.