We report on a first search for production of the lightest neutral CP-even Higgs boson (h) in the next-to-minimal supersymmetric standard model, where h decays to a pair of neutral pseudoscalar Higgs bosons (a), using 4.2/fb of data recorded with the D0 detector at Fermilab. The a bosons are required to either both decay to mu^+mu^- or one to mu^+mu^- and the other to tau^+tau^-. No significant signal is observed, and we set limits on its production as functions of M_a and M_h.