Lug nuts

How are you supposed to get the crome cap off of each lug nut?

You're not. It's ~supposed~ to be permanant. If it's boogered up too bad for the sock to slip on, pound it on all the way with a hammer and then pound the sides of the socket to loosen it enough that the socket will come back off. Once you've got it to a point where you can get the socket on and off, take the nut off the wheel.

Use 6 point sockets. 12 points will do too much damage. Always make sure you have the socket fully seated before trying to loosen the nut.

Does anyone know of an aftermarket lug nut that will fit the 02' Lincoln LS?

I found this Dorman (reference part number #611-229, http://www.ezaccessory.com/ProductDetails.asp?ProductCode=ECA1&CartID=1) lug nut but it looks like the same two piece design prone to swelling. :confused:

Chrysler Sebring Lug nuts have been used by several.
(Mitsubishi Part # MB579290)