the first tool Tim linked is the only type of thing that you might use for other jobs, but the studs can be overcome with patience
originals are usually swedged so they won't walk if the lug nuts come loose, this may be visible as "chisel marks" on the heads, using a big cold chisel against the side of the head where the marks are might loosen the stud - if not, try drilling from the backside with a bit at least 1/2 the diameter of the threaded end - center punch it well so it stays centered - drill deep enough to be past the knurling - then turn it over and with a short piece of heavy wall pipe around the stud head, try the BFH again
Bill