Rust happens. I've had chainring bolts develop a bit of surface rust after one ride in the rain. If you're really hell-bent on keeping this from happening, you'll need to wipe your bike down really thoroughly after wet weather riding. To keep nuts and bolts from rusting, use a rag or Q-tip and some WD40 to give that stuff a quick wipe. WD40 will clean away surface rust and help prevent more from happening.
Keep your chain clean and lubed with a good wet lube - stay away from wax lube - and you should be all set.