i got two methods
firstly take a blowtorch to your bolt, the bolt will expand and then as it contracts it will be easier to get off (try mole grips or i got this thing i bought in b and q called a "robogrip" its the bomb). i would try a test section somewhere you can't see to see if the (alloy) wheel reacts to the heat - it shouldn't if they are forged.
other method is to drill, if you get a drill of about 2mm less diameter than the bolt and drill through the midddle the sidewall of the bolt will crack and you'll be able to get the bolt off. then wack the crap out with a small screwdriver.
that tool that gibby mentioned will rip your bolt to pieces, but does the same thing as drilling really.
failling that, my mum's polo didn't come with a locking adaptor went down the dealer and they just gave us one. might be worth a try.
hope this helps
have a nice day
sanj