  The lightest supersymmetric particle, most likely the neutralino, might
account for a large fraction of dark matter in the Universe. We show that the
primordial spectrum of density fluctuations in neutralino cold dark matter
(CDM) has a sharp cut-off due to two damping mechanisms: collisional damping
during the kinetic decoupling of the neutralinos at about 30 MeV (for typical
neutralino and sfermion masses) and free streaming after last scattering of
neutralinos. The last scattering temperature is lower than the kinetic
decoupling temperature by one order of magnitude. The cut-off in the primordial
spectrum defines a minimal mass for CDM objects in hierarchical structure
formation. For typical neutralino and sfermion masses the first gravitationally
bound neutralino clouds have to have masses above 10^(-7) solar masses.
