I've experienced the same problem in the past (2000 Ford 450 Super Duty) and found that by examining ALL the lug nuts, some are "not as thick" as others, and also ,more probably, some of the studs seem to have more threads showing. If possible, locate the thinner nuts and relocate them (take them off and put them on the studs that you'll use for the nuts to attach the simulators), or re-position the wheels so the studs showing more threads will line up with the holes for the simulator nuts. Even check the lug nuts on the back wheels. Good luck.......don't forget to torque them, or do the changeover and go back to the tire shop and have them re-torque the wheels.