In wireless sensor networks (WSNs), the Eschenauer-Gligor (EG) key pre-distribution scheme is a widely recognized way to secure communications. Although connectivity properties of secure WSNs with the EG scheme have been extensively investigated, few results address physical transmission constraints. These constraints reflect real-world implementations of WSNs in which two sensors have to be within a certain distance from each other to communicate. In this paper, we present zero-one laws for connectivity in WSNs employing the EG scheme under transmission constraints. These laws help specify the critical transmission ranges for connectivity. Our analytical findings are confirmed via numerical experiments. In addition to secure WSNs, our theoretical results are also applied to frequency hopping in wireless networks.