We analyze the stability of the vacuum and the electroweak phase transition in the NMSSM close to the Peccei-Quinn symmetry limit. This limit contains light Dark Matter (DM) particles with a mass significantly smaller than the weak scale and also light CP-even and CP-odd Higgs bosons. Such light particles lead to a consistent relic density and facilitate a large spin-independent direct DM detection cross section, that may accommodate the recently reported signatures at the DAMA and CoGeNT experiments. Studying the one-loop effective potential at finite temperature, we show that when the lightest CP-even Higgs mass is of the order of a few GeV, the electroweak phase transition tends to become first order and strong. The inverse relationship between the direct-detection cross-section and the lightest CP-even Higgs mass implies that a cross-section of the order of 10$^{-41}$ cm$^2$ is correlated with a strong first order phase transition.