  The Higgsino mass, or equivalently the $\mu$-parameter, plays an essential
role in determining the phenomenology of any supersymmetric model.
Particularly, the size of the supersymmetry conserving mu-parameter must be
correlated with the size of the soft supersymmetry breaking parameters. The
source of this correlation in the underlying ultra-violet theory is one of the
mysteries of supersymmetry model building. The puzzle and the various
possibilities for its resolution are reviewed, stressing both phenomenological
and theoretical aspects. New proposals in the context of supergravity and
gauge-mediation frameworks for the soft supersymmetry breaking parameters are
examined in some detail.
