Results are presented of a search for pair production of heavy objects decaying into four hadronic jets, as expected for example from associated or pair production of MSSM Higgs bosons, hA or H$^+$H$^-$, using a data sample of $5.9\,$pb$^{-1}$ of $e^+ e^-$ collisions at $\sqrt{s}=130$-$136\,{\mathrm {GeV}}$ collected with the DELPHI detector at LEP in November 1995. The data and expectations from standard processes agree after four-jet selections. An analysis based on $b$-tagging finds no hA candidate with high mass. A study optimized to search for H$^+$H$^-$ events with mass in the 40-50$\,{\mathrm{GeV}}/c^2$ range also finds no candidate. Finally a comparison is made with a recent ALEPH analysis which found an excess of four-jet events with high multiplicity and high mass. Such a signal is not observed in the DELPHI data, although a slight excess in the mass region around $105\,{\mathrm{GeV}}/c^2$ is seen.