Just bought my first VW yesterday (14" '89 1.6TD Syncro), and had the not so pleasurabe experiance of a wheel coming off on the M25!!! It was fitted with Audi alloy wheels and big mud tyre (not sure what size). The previous owner had been using these wheels with no issues for a good while, but the nice RAC man pointed out to me that the studs the wheel nuts screw onto were not long enough (the nut screws on about 8mm, but leaves ~5mm off the stud). After being towed to a tyre place in uxbridge and fitting the spare set of steel rims on, the guys at the tyre place thought that the nuts not fully screwing on wasn't an issue, and is common on some Audi cars.
What are other peoples experiance with this? Do the standard studs need to be removed & longer ones fitted to use certain types alloys, or is it OK to just have the wheel nuts ~2/3 of the way on?
Hopefully i've just got the problems out of the way early, and can enjoy my van from now on...

Ben