Since wireless sensor networks continue to grow in usage and many sensor-based systems reside in adversarial environments, security consideration is really vital for these systems. But one of the main challenges for the efficient distribution of security keys in wireless sensor networks is the resource scarcity. This paper presents an efficient Self Key Establishment protocol for Wireless sensor networks, nicknamed SKEW, in support of in-network processing. We show that SKEW manages keys with less storage, communication, key transmission frequency, and computational overheads in comparison with similar protocols for the same purpose. All of these benefits are attained by usage of a very few number of messages for key distribution. Since SKEW preserves the network security even before start up time, it can well serve as a base security protocol for all types of security protocols in wireless sensor networks. In this protocol, none of the sensors in the network can send any packets without encryption. It also uses a key refreshing mechanism that prolongs the network security. Smart dust networks and pervasive computing environments can particularly benefit from the proposed protocol.