It is very unusual for pedals to loosen if properly installed. Tighten them firmly. Since the pedal threads are steel and the crank arm threads are aluminum, it is the crank arm that you have to worry about. Plus the crank arm is more expensive to replace. So be careful, but don't be afraid to make the pedals firmly tight. If you don't go overboard, there is little danger of damaging the crank arm threads either.