Should it be this easy to break a spacer?

[zentropy]

Let me explain. I recently had a tire replaced on my passenger side front wheel. Up until that time everything seemed normal. Shortly after the tire was replaced I began to notice a vibration in the steering wheel, much more that was typical. So much in fact that It was visible to the eye with your hand on the wheel. I suspected that the tire wasn't properly balanced. To test this I took of the wheel and replaced it with the donut. While attempting to tighten down all the lug nuts and just when I was about finished one of the lugnuts "gave" meaning all of a sudden it is loose as s**T and pretty much spun freely. I can hand tighten enough so that it doesnt but as soon as I bust out the socket it gives again. Is this likely a defective spacer and should it be possible to strip it with only hand tightening? Can it be repaired or am I better taking it off and buying weels with a more aggressive offset? Also, the vibrations seem to have diminished greatly though are still greater than what they were prior to the tire change. Any ideas on any of it? Thanks.