i had the exact same prob at the weekend. needed to get the wheel off and had no locking wheel nut. If you go somewhere like RSR or an alloy wheel saleplace they normally have a set of tools.

I had to call a mobile mechanic who had the snap on set cos my car is being rebuilt. Was like a socket he smashed over the nut and then as he undid the nut it bites in like a reverse thread and off it popped. took him 10mins to do all four and didnt even scratch the alloys