Toasting Pecans: To toast pecans, spread them out on a plate and microwave for 30 seconds at a time. Stir the pecans around with your hand in between cooking times until toasted. If you do not like pecans you can use almonds or m&m's in place of the pecans.
Preheat oven to 250 degrees and line a cookie sheet with foil. Place pretzels flat on the foil-lined cookie sheet. Place 1 Rolo on each pretzel. Place in oven for 4-5 minutes or until Rolos become soft. Immediately after removing pretzels from oven, place a pecan halve on each Rolo and very lightly press down to spread chocolate/caramel over pretzel. Let stand or place in refrigerator until chocolate/caramel hardens. Goodies will keep for a good while in an air tight container.