Did you get the nuts from the wheel manufacturer? If not, you may need to contact them in oder to get the correct lug nuts.
Another possability is that since the wrong nuts were used, the holes in the wheels may have a corrosion buildup, preventing the shanks from going in the wheel. You might see if you can clean them out if this is the case. You'll also need to inspect the lug holes for damage, as there really is no way to instal a cone seat lug on a shank style wheel without damaging the wheel. Same goes for other way around.

Bill Burmeister