One good rule to follow when you are thinking about refrigerating nuts is that the higher the fat content of the nuts, the faster they are going to spoil. It will be important to make sure that you properly store the nuts that you get from the grocery store, because the last thing you will want is to have throw them away because they went bad shortly after you purchased them.
Pecans should be refrigerated when you get them home from the store unless you are going to use them right away. If you do not plan on using your pecans for a while, you can feel free to put them in an airtight container in the freezer. By doing this you will be able to prevent your pecans from going bad for as long as possible.