After reading about the stolen wheels in another thread. I went back to the dealer and bought the McGard locking lug nuts. Part number #999W2-JT000 for $59.00. I also read the threads about the wrong locking lug nuts being used. The reason why those locking lug nut heads broke off is. The the wheel stud pushed through the top of the nut before the cone section of the nut touched the wheel. I've seen it before.
And being for two different style of wheel holes.
The pic's show both the regular lug nuts and the McGard lug nuts.