Man, this belongs in the Sawzall hall of fame! 

I think that is the same mechanic that used to work on my cars.

Words fail me at the moment 
He must not know anyone with a welder.  Weld a bolt into/onto the stud.  The heat alone would probably break it loose

What a maroon!!  THIS is the proper way to loosen a bad lugnut:

http://www.kitsapsun.com/news/2007/nov/10/sk-man-hurts-himself-trying-to-loosen-lug-nut/

Words fail me at the moment 
He must not know anyone with a welder.  Weld a bolt into/onto the stud.  The heat alone would probably break it loose

Looks like a hex key (allen head) cap screw to me... Give me few minutes with a die grinder and the head will be gone with no damage to the wheel.

Words fail me too. What you have to do is go to a forum admit you F'd up and ask for advice.

What a maroon!!  THIS is the proper way to loosen a bad lugnut:

http://www.kitsapsun.com/news/2007/nov/10/sk-man-hurts-himself-trying-to-loosen-lug-nut/

Maybe his sawzall was broke?

Looks like a hex key (allen head) cap screw to me... Give me few minutes with a die grinder and the head will be gone with no damage to the wheel.

It's an antitheft lug on a VW.