  A mechanism is identified whereby dark matter (DM) in protostellar halos
dramatically alters the current theoretical framework for the formation of the
first stars. Heat from neutralino DM annihilation is shown to overwhelm any
cooling mechanism, consequently impeding the star formation process and
possibly leading to a new stellar phase. A "dark star'' may result: a giant
($\gtrsim 1$ AU) hydrogen-helium star powered by DM annihilation instead of
nuclear fusion. Observational consequences are discussed.
