i know the ones he's on about, i've got them on my motor too
right bastids to get off if you lose the key because they have nowhere to grip to other than a bit poking out the top
if they are recesed into the wheel (the bolt holes that is) then you will be there forever
been there, done that

if you really want to get them off what you need to do is make sure you have a BIG drill bit (13mm minimum)
start off by drilling a 6mm hole in a bit of metal so you can centre the hole in the stud
then put the metal bit over the wheel and drill as deep into the stud as possible
you then get your big 13mm or whatever drill bit and just drill out the stud
ok, so it takes a bit of practice but 30 minutes of effort will get it off

once you have drilled deep enoug you can then twat it with a slim chisel to crack the nut and then just tap it round


of the other way to do it is to buy another set of those locking wheelnuts and then drill out the holes slightly so that the new key will lock into place over the holes, makes the nut useless again but hey, you're not really going to be worried are oyu