Yeah, try:
Taking a large socket, and smashing it over the locking wheel nut (with wood between the two) until it sits so tight it will grip and turn. This wont work with all of them, but might if it is slightly angled or grippy on the outside of it.
or
Drill it out yourself! A large metal drill bit will only be about ?7, then buy yourself a nice shiny new set from Halford for about ?15!
Mike