To make the crust, melt margarine with sugar. Pour over broken pretzel sticks. Put in baking dish and bake at 375° for 8 to 10 minutes. Immediately sprinkle a few chopped nuts on top. When slightly cooled, loosen crust with a spatula and then pat down again. Let cool completely before adding next layer. Blend cream cheese, Cool Whip, and sugar, and pour over baked pretzels. Top with pineapple pie filling. Refrigerate at least 2 hours before serving.