There are a few reasons your pecan pie might be runny. For starters, cutting into the pie fresh out of the oven doesn't allow the filling to cool and set up so the filling will come cascading out. Another reason your filling might be runny is underbaking. If you remove the pie from the oven before it's finished baking it won't set properly. Use a pie crust shield to protect the crust if you are worried about the crust burning during the baking process.