Pre-heat oven to 200 degrees F.
Unwrap your Rolos (if you can find them un-wrapped...it makes this soooo much quicker).
Cover your cookie sheet with parchment paper or foil.
Line your cookie sheet with pretzels.
Place one un-wrapped Rolo on the middle of each pretzel.
Put your pan into a 200 degree oven for 4-5 minutes. You want the Rolos to be soft, but NOT melted.
Place one pecan half on the top of each Rolo and push SLIGHTLY.
Let cool for at least one hour before packaging up...or place them into the fridge or freezer to harden up a bit. Best served at room temperature.
Store in an airtight container. This is not really necessary though...cause they will disappear FAST!!! :)