If the nuts are raw (definitely shouldn't be salted!) gently roast in the oven till they taste good, then chop and add in a mesh bag in secondary. The roasting evidently helps leave behind some of the fats and oils (maybe transfer to a paper towel to soak up even more before adding to beer). The oils do reduce head retention, but not as much as you think if the process above is followed.
This was from the ProBrewer forums where Ron from Jolly Pumpkin said 1lb per BBL would provide a decent nut character - sounds pretty darn low to me though, if rjharper used 1lb in a homebrewed batch, I'd probably lean more to his ratio of 1lb per homebrewed batch.