If the balancing has been done then it'll be one of 2 things
1. Spigot rings, as said above MUST be used- ford is 63.4mm
2. On the MK 6 Escorts there is a small disc retaining washer fitted to one of the 4 studs coming out of the hub on the front wheels. THIS MUST BE REMOVED . It looks like a little washer with small cuts in it.As said above you must use the correct alloy wheel nuts aswell. If you haven't got any, call me, I have a few hundred knocking about!