Art Nielsen, a Bethesda psychiatrist, walks through the small door with the tiny window into the chilly, floor-to-ceiling, wall-to-wall white room.

From similar, nearby all-white rooms come the reverberating groans and shouts of frustration and, it appears, physical exhaustion.

Nielsen is ready to work. He is in one of the four squash courts at the University Club on 16th Street NW where he is practicing for next weekend's Insilco National Squash Championships in New York.

Four nights a week Nielsen goes to the club after leaving his office at the National Institute of mental Health, where be works in the psychiatry education branch of the division of manpower and training.

At the office he reviws requests for psychiatric education grants and is a consultant to medical schools. On the side, he says, he has a "small private practice" and teaches at George Washington Medical School as an assistant clinical professor.

But this week, the 33-year-old Chicago native is concentrating on the tournament for which he qualified out of a nationwide field of 4,050 amateurs.

"I've been dieting and running and doing all sorts of things I wouldn't ordinarily do since I won the (qualifying) tournaments. I've lost 14 pounds since I entered it," he says.

Nielsen began by winning the University Club tournament in December, then followed up with a victory in the Greater-Washington Regional in January. Sixteen regions will be represented in the finals.

How would a psychiatrist evaluate squash?

"It's more cerebral than most racket sports," he says. "It's much more of a thinking game since you have to fool the other person to win a point. It's faster than the other sports so you have to make your decisions faster.

"Aside from that, it's very competitive and people very much want to win. Emotions are high."

As a boy Nielsen played a great deal of tennis with his father, Arthur C. Nielsen Jr In 1963, they were ranked sixth in the nation as a father-son team.

Tennis is a family tradition. A. C. Nielsen won the father-and-son and father-and-daughter national hard court championships in 1946.

Arthur Nielsen III says he learned to play squash as an undergraduate at Harvard, played little as a student at Johns Hopkins Medical School, but picked it up again during his psychiatric residency at Yale.

"Squash has traditionally been an upper-class, prep school, Eastern college sport. In a lot of ways it still is." Nielsen says, noting that there are not many public courts available. "But squash courts are cheaper than indoor tennis courts."

"It's a tremendous game, but not many people know about it.

"One thing which is very fun is the contrast in the game. You can hit very delicate shots or hit very hard. There's a lot of power and finesse involved.. You wait until the last minute and hit the ball so the other guy can't tell what you're going to do."

The average match lasts 45 minutes. To win, a player must beat his opponent in three out of five games. It takes 15 points to win a game and points are won when an opponent fails to return the shot before the ball bounces twice, or hits the ceiling with the ball.

As other players leave the 50-degree courts panting and sweating from the exercise, Nielsen remarks that squash players have to be "in tremendously good condition... that's what I'm working for. I have to win four matches in two days."

What, he is asked, are his chances?

"I'd say reasonable," Nielsen answers.