Pedals screw in but they also rotate around their own axle on internal bearings. Those bearings inside the pedal actually apply a bit of torque to the axle as they roll, screwing it in tighter. If those bearings are gummed up and not rolling, it reverses the torque and unscrews the pedal. So make sure your pedals spin freely.
Last edited by cooker; 06-13-10 at 02:04 PM.