Originally Posted by John Ridley

Actually a seizing pedal bearing WILL unscrew the pedal. But that rarely happens. What DOES happen is that the pedals can be unscrewed due to precession during rotation. In order to prevent that, the right hand side pedal has right hand threads, left hand has left-hand threads. This is counterintuitive because you'd think that would cause them to unscrew if loose, but actually due to precession, it makes them tighter as you pedal.

If you don't believe me, these people probably know what they're talking about:

http://www.parktool.com/repair_help/FAQpedls.shtml

(original poster, check out this link on removing pedals).