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Like others have said, wheel locks are easy (albeit a nuisance). Put in key, turn until it catches a side and then pull. I still use mine. I only have problems putting them back on, every time I pull out it pops out also.
Clearly some of you either have totally useless locks or no idea how bad it can get... I hope you never find out because you will really really regret it.
Just take the useless crap off while you can - today nobody is going to even think about stealing your wheels