  Weak scale supersymmetric theories often suffer from several naturalness
problems: the problems of reproducing the correct scale for electroweak
symmetry breaking, the correct abundance for dark matter, and small rates for
flavor violating processes. We argue that the first two problems point to
particular regions of parameter space in models with weak scale supersymmetry:
those with a small mu term. This has an interesting implication on direct dark
matter detection experiments. We find that, if the signs of the three gaugino
mass parameters are all equal, we can obtain a solid lower bound on the
spin-independent neutralino-nucleon cross section, \sigma. In the case that the
gaugino masses satisfy the unified mass relations, we obtain \sigma > 4 x
10^{-46} cm^2 (1 x 10^{-46} cm^2) for fine-tuning in electroweak symmetry
breaking no worse than 10% (5%). We also discuss a possibility that the three
problems listed above are all connected to the hierarchy of fermion masses.
This occurs if supersymmetry breaking and electroweak symmetry breaking (the
Higgs fields) are coupled to matter fields with similar hierarchical
structures. The discovery of mu -> e transition processes in near future
experiments is predicted in such a framework.
