Did you re-tighten the lugs like you are supposed to? I've heard the lecture an infinite amount of times from shops that put on tires or had to do any work where a wheel was removed. You are supposed to re-tighten your lugs because they can come loose. The back of my Sears receipt states, "All lug nuts on custom and alloy wheels must be re-torqued after 25 miles and checked periodically." Personally I've never had a lug nut come loose, but I'm pretty anal about checking those kinds of things and I actually do re-torque them if they've been off recently.