Maybe cleaning up the lug and socket with some denatured alcohol and lubing it up with some WD-40, or whatever, would help keep it from permanently sticking.
I always put "never sieze" on my studs.(That may sound just wrong)
This just happened to me actually, fortuantely it happened as I was putting the first one back on (of all 4 wheels) so hopefully I'l only have to fight one to get it off... cheap Chinese crap.