How can I break off the stud on my car wheel?

I decided to replace the studs on my penger side wheel. They where all stripped and the lug nuts wouldn't come off so i had to break all them off. Expect one lug nut it just keeps turning and turning and it wont come off unlike the others they didn't turn so they were easy to snap off. So i had a stripped stud and the lug nut just turns in place. How can i remove it?