Pure leptonic and semileptonic rare B decays, $B_s \to \mu^+ \mu^-$ and $B \to X_s \mu^+ \mu^-$ in the minimal supersymmetric Standard Model (MSSM), in particular, gluino and neutralino contributions to the decays, are discussed under Br($B \to X_s \gamma$) and other experimental constraints . The general scalar quark mass matrices as the new sources of flavor violation are considered. We present Wilson coefficients of $bs$ transitions from $\gamma$, $Z$, and neutral Higgs boson penguin diagrams by using vertex mixing method to deal with scalar down-type quark flavor changing and also give their expressions in MIA to show different sources of enhancements. We find that under the experimental constraints, with large mixing of left-handed and right-handed sbottom, $C^{(\prime)}_{10}$ can be enhanced by 10% compared with SM, in two cases, heavy gluino and fine-tuning between $\delta^{dLL}_{23}$($\delta^{dRR}_{23}$) and $\delta^{dLR}_{23}$($\delta^{dRL}_{23}$) terms in $C^{(\prime)}_7$. Particularly, $C_{10}$ and $C_{10}^{\prime}$ can reach a 20% enhancement in some regions of parameters under experimental constraints. When CP-odd Higgs $A^0$ is not too heavy ($\sim 250$GeV), and $\tan\beta$ is large ($\sim 40$), neutral Higgs boson penguins with gluino and down-type squark in the loop can significantly contribute to the $bs$ transition and the contributions can compete with those due to the chargino and up-type squark loop.

Comment: 23 pages, 6 figures, discussions about B^0_s - B^0_s bar mixing and dilepton spectra of B -> X_s mu^+ mu^- added, corrected some typos and references added, version to appear in Journal