How to remove special factory lug nuts?

I have factory wheels with one "safety" lug nut on each wheel that requires a special adapter to remove. When I purchased this car last December it did not come with the adapter. Dealers charge hourly rates to remove these nuts. Have any of you removed them yourselves without an adapter? How did you do it?

If it's the kind with the key on the end and doesn't have the outer rotating sleeve take a 12point socket thats a hair small and smash it on with a hammer put your wrench on and spin it off. Have a punch on hand to remove the lugnut from the socket and repeat for the other wheels.

There is a special tool u can by that grips into the nut, most tool suppliers will have or do as herc says

First check the ashtray, and under the cd holder in the console.... Or any other hiding spots for the adapter..... I used to keep mine in the ashtray.

Most parts stores carry a socket made to remove rounded/stripped lugnuts. They work good for removing the factory lock lugs.

OK, finally got them removed. After calling a few more dealers , one of them had a universal tool that fit, it was $39 to get 2 removed.
However I did go get a set of "bolt outs" or "extractors" , they were not available large enough from Sears, Autozone or Fleet Farm. It butted up the the lugnut but did not go over it.
Thanks for your help.