She has clearly dated Newton for a while, as she stated she wanted to marry him and go to Cambodia, "where lobster is less than $1". However, she is disturbed by his belief in aliens until the MiB visit for questioning.
Hailey accompanies them and Newton to his home. After Newton was offered mini pizza, she said 'I wanna have your baby'. Once the film is over, she and Newton are neuralyzed, Agent J told Newton to get contacts, move out, take Hailey out for a nice lobster dinner, and to pay more than a dollar for the dinner. Afterwards, Newton asks if she wants to go to Cambodia. They agree to go to Cambodia, and Newton grabs a shovel and starts downstairs to his mom, with the implication that he killed her.