Assuming you've got 112? They take a different nut, mine were provided with the wheels. Std won't fit into the slots...
whenever fitting alloys you should NEVER use the original steel wheel nuts, also if you carry a spare that is steel don't forget to carry 5 steel wheel nuts with it.
our BRM's (coolair supplied) came with the correct wheel nuts for the seat on the wheel, as do VWH or MWS supplied ones. Rick's bang on with his comment!