  We study neutralino sectors in extensions of the MSSM that dynamically
generate the mu-term. The extra neutralino states are superpartners of the
Higgs singlets and/or additional gauge bosons. The extended models may have
distinct lightest neutralino properties which can have important influences on
their phenomenology. We consider constraints on the lightest neutralino from
LEP, Tevatron, and (g-2)_mu measurements and the relic density of the dark
matter. The lightest neutralino can be extremely light and/or dominated by its
singlino component, which does not couple directly to SM particles except Higgs
doublets.
