So I got my winter tires on and mounted them on steel rims (ugly!)

The tire shop that did them did not tell me anything about special nuts needed and just used the ones off the stock alloy rims.

Today I was told by a friend that I needed special nuts for the steel rims.

Is it because of the salt, ice, and other things winter throws at us that can damage the alloy nuts and cause it to rust? Or is it something else? Or should I not be concerned?

I would imagine it is because of the surface of the wheel at the receiving end in which the nut comes in contact with. If thats the case then your likely looking at damaging the base of the stock nuts.

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They are just too long, you should get shorter ones. The ones you have should work fine though. I bought a set just to keep the stock ones nice

I had mine installed over the weekend, and the mechanic said my stock nugs were too short (so it can't really tighten my steel rims) and I ended up having to buy nugs that he said were made for steelies, which were a bit longer and can be used to tighten the steelies.