Stay in the tourist areas and you should be fine but if you decide to wonder out on your own outside of the tourist district be very wary. I speak from first hand experience. I got mugged and left with a fractured skull.
Wow...I do the exact opposite...just be careful and smart....this can happen anywhere at any time. Not saying that you werent but it could have happen here too.
I went to Monterrey last weekend...no incidents. Just try not to look like a tourist and don't speak english