The dissipative part of the linear magnetic dynamic susceptibility of dipolar spin glasses is considered. Due to the transition of the system (at enough high concentration of the magnetic dipoles) from a paramagnetic phase to magnetic dipolar one, an anomalous temperature dependence of the dissipative part of the magnetic susceptibility is found. Our results are in qualitative agreement with experiments performed on the dipolar-coupled Ising magnet LiHo x Y 1-x F 4 .