  We estimate the probability of detecting gamma-rays from the annihilation of
neutralino dark matter in the substructure of the Milky Way. We characterize
substructure statistically based on Monte Carlo realizations of the formation
of a Milky Way-like halo using semi-analytic methods that have been calibrated
against N-body simulations. We find that it may be possible for the upcoming
GLAST and VERITAS experiments, working in concert, to detect gamma-rays from
dark matter substructure if $\Mchi \lsim 100 \GeV$, while for $\Mchi \gsim 500
\GeV$ such a detection seems unlikely. We investigate the effects of the
underlying cosmological model and find that the probability of detection is
sensitive to the primordial power spectrum of density fluctuations on small
(galactic and sub-galactic) scales. We conclude that the lack of such a
detection reveals little about the supersymmetric parameter space due to the
uncertainties associated with the properties of substructure and cosmological
parameters.
