Most cast wheels have very deep holes, in the order of 3/4" or more, and the lug nuts have deep flat areas to match that and hold the wheel centered. Steel wheels use lug nuts with rounded contact points that must match the contour of the holes. It's that friction surface that holds the nuts from working loose, and there must never be any grease or other type of lubricant on those areas. (Most imports use anodized studs which is a metal plating that acts as a lubricant. No other lubricants can be used on those studs).
If your cast wheels came from the factory as standard or optional equipment, the long lug nuts might have the properly shaped rounded end to hold the steel wheel even though the washers will still be loose. If the wheel is held tightly in place, you should be able to drive the car slowly to a repair shop. I would expect however they would have supplied the correct lug nuts with the spare tire, either in the glove box or where the jack is stored. If you have aftermarket wheels, they would have sold you the specified lug nuts and should have given the original ones back to you along with the original wheels.
Regardless which type of nuts you use, be sure the final installation includes tightening them with a click-type torque wrench and set them to the specified tightness. Every manufacturer has published specs. Any tire and alignment shop can tell you the proper torque for cast wheels. Using the torque wrench will insure the wheels stay tight, they're tightened evenly with even clamping forces to prevent warping brake rotors, and the studs and nuts won't be damaged from peeling threads. That damage doesn't show up until the next time the wheel has to come off, then that mechanic unfairly gets the blame for causing the damage.
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Sunday, November 20th, 2011 AT 11:17 PM