The Micro-X Imaging X-ray Spectrometer is a sounding rocket payload slated for launch in 2011. An array of Transition Edge Sensors, which is operated at a bath temperature of 50 mK, will be used to obtain a high resolution spectrum of the Puppis-A supernova remnant. An Adiabatic Demagnetization Refrigerator (ADR) with a 75 gram Ferric Ammonium Alum (FAA) salt pill in the bore of a 4 T superconducting magnet provides a stable heat sink for the detector array only a few seconds after burnout of the rocket motors. This requires a cold stage design with very short thermal time constants. A suspension made from Kevlar strings holds the 255 gram cold stage in place. It is capable of withstanding loads in excess of 200 g. Stable operation of the TES array in proximity to the ADR magnet is ensured by a three-stage magnetic shielding system which consists of a superconducting can, a high-permeability shield and a bucking coil. The development and testing of the Micro-X payload is well underway.