Rounded Lug nut on 2000 Dodge Dakota

Hey all, got a predicament. I woke up this morning to a flat tire on my Dakota (front drivers side). When my neighbor was trying to help me get the tire off one of the lug nuts got rounded off and now we can't get the dang thing off. I would try to air the tire up to get it to the shop but the tire came off the rim when we moved the vehicle onto the concret driveway. Anyone have any suggestion on how to get the lug nut off without ruining the stud?

Something like this (http://www.sjdiscounttools.com/ken30115.html) should work.

Thanks man, I got it off.