I've only ever had this on one other car! The alloys appear to have welded themselves onto the hub! MY99, new tyres fitted just before the winter. Probably due to all the salt we get on the roads up here. Was taking them off to give the insides a polish (sad barsteward I know!). Always best to put a bit of high melting point grease on before fitting (so I've been told before).

Solution was to remove nuts and refit finger tight and then drive car carefully for a couple of hundred yards and low and behold, they free off. Not too loose so that your wheels fall off of course!

Thought the tip might be usefull to someone.