if you have a good quality socket set you can look for a 12 point socket that barely... and I stress barely fits over the locking lug nut and with hammer pound it on then use this socket to remove it. Do not use a 6point socket 12pt has better "bite".
Or you can spend a few bucks and go to your local auto supply store or tool supply shop/store and purchase a kit like ATD socket set, that will remove locking lug nuts.
http://www.youtube.com/watch?feature=player_detailpage&v=T7NYPAhJd8MGood Luck!!
edited hard 12pt 6pt mixed up sorry, using the socket will damaged the out side of the key/lock but nut the key/lock pattern itself... allows it to be re-used.