Ask the vender you bought it from for a copy of the Material Safety Data
Sheet (MSDS). It will include instructions for safe handling. Ammonium
Nitrate is not the only fertilizer that will act as an oxidizer. You
should also check with the code enforcement office of your local fire
department. The fines for storing hazardous materials in violation of
local and state law can be quite steep.

Aren't there handling instruction written on the bags?

A quick browse of the net seems to indicate that most people
are more worried about you contaminating groundwater or
poisoning your livestock than about you blowing things up,
from which I gather that making fertilizer blow up is
sort of hard to do by accident.