If you have one of the above sockets but it doesn't fit, buff one of the lugs off and try using it with just one. Take it easy and they'll come off and you can replace them. Wouldn't recommend this as a permanent feature though.

The biggest problem is they elongate and go oval hence not purchasing properly. Squash it back to shape may help. Easiest way I've found is hammering an impact socket over them to remove and replace with a McGard type.

One of the ways to do it, or like mentioned previously the removal tool from Halfords however they do not always work and you'll still need a new set of lockers afterwards. And the keys all look pretty much the same, and finding one that fits two cars in your possesion is a raretiy, but they have a number stamped into them that tells you what set you have....

Just seen this thread pop up too, might be of some use to you?

http://www.themgzs.co.uk/vb/showthread.php?t=22145

post a pic of the locking nut you are trying to remove, i have three for the mg's if yours looks similar or the same you can have it for postage

Wow, what a great response! Thank you all!

I actually found that black tube thing rattling around in under the spare!

So now have 4 New khumo kh 31 - hope they help minimize the road noise!

Thanks again!

i just banged a 3/8 socket on and cracked them off and replaced them with a set of ebay 5.95 ;)
they do the job