air hammer w/ chisel accessory ftw. you can also burn them off with an acetelyne torch but you sometimes damage the rim that way. if you have access to a welder, you could try to weld a nut on and turn it off with that. if you dont have access to any of that, i guess you could use a hammer and chisel and try to notch into the lugnut and hit it the way you need to to turn it off.