HOLY shit man, are you using a 1/4 drive "T" bar to do them up?
Steel wheel nuts, generally "grow" to Aluminium wheels.
A little lube on installation, will prevent the binding. Oil the threads and the shank/taper.
Use a wheel brace, or the standard wheel spanner that comes with the car. If these dont fit, use a socket with a breaker bar, equal to the length of the standard wheel spanner.