Experimental and theoretical investigations of several nonlinear optical processes originating on the periodical metal surface are presented. To enhance the signal (the local electromagnetic field) we use femtosecond packets of surface electromagnetic waves (SEW), propagating in definite directions. Special noncollinear geometry of SEW interaction leads to nonlinear optical signal gain in one-two orders of magnitude. Phase matching conditions for SEW excitation and interaction are fulfilled by varying angles of incidence and of grating grooves orientation. The polarization, the energy and the spectral properties of waves on the combinational frequencies are studied. With one frequency of laser generation, we manage to observe second and third optical harmonics generation; an additional laser frequency allows observing the sum frequency generation and four-wave mixing process. We achieved a good agreement between experiments and developed model