Depending on the type of pressure treating the wood was subject to will, in part, determine the type of fasteners that can be used. Never use common or bright finished nails. These types of nails don't have any protective coatings on them. Never use sheet rock type screws or steel screws without any plating or coatings on them. Stainless steel is almost always a safe bet but stainless steel fasteners are some of the most costly on the market. For most applications use either hot dipped galvanized nails and bolts, or for screws it is suggested to use ones that have a protective coating that is designed for use with pressure treated lumber. Always verify the type of pressure treated lumber you are purchasing (there are several different types depending where in the country you are located) and verify that the fasteners you choose are compatible. The fastener packaging should list suggested uses.