  We prove the existence and uniqueness of solution of the obstacle problem for
quasilinear stochastic partial differential equations (OSPDEs for short) with
Neumann boundary condition. Our method is based on the analytical technics
coming from parabolic potential theory. The solution is expressed as a pair
$(u,\nu)$ where $u$ is a predictable continuous process which takes values in a
proper Sobolev space and $\nu$ is a random regular measure satisfying minimal
Skohorod condition.
