United Bimmer Do-It-Yourself Disclaimer:
The following tutorial is meant as a guide and is not
guaranteed to be complete or 100% accurate. By following this DIY, you
understand any work done on your car is at your own risk and we hold no
responsibility if you break something. If you feel uneasy with this
risk, we recommend you take your car to a professional mechanic to have the
work done. Otherwise, enjoy yourself and good luck!
OK here it is, Pics not that good because I took um with my camera
phone.
Step 1 The Tools:
1. 15" or 24" breaker bar. I used a 15" and worked great!
2. Mcgard wheels locks on most bmw's are 17MM so use a Craftsman 19mm Socket
(1/2") which will fit just right.
3. 5" Extension
4. good size hammer.
*Step 1: The problem : You got wheel locks but lost the key either buy a new
one or do this.
*Step 2:Connect both the Extension and the 19mm socket cause you gonna need
to hammer it. Try to hammer it in as strait as pissible or else you wont get
a good grip on it, and it will slip.
*step 3 :after its in bust out the breaker bar. and if youve got a good grip
it will come off fairly easy.
TADA!

Now if you had 4 your not done yet here comes the hard part, which will
probably take the most time.
*step 4: Removing the stud from the Socket. Get your hammer and with it
under your foot bang that thing then turn wack at it then turn it will
loosen up eventually, just don't hit your head with the opposite side of the
hammer. Oh yea if you have a vise try sticking some in there and hammer it
out like that. but whatever.