I don't know if this is caoorect or wise to do, but in the past, I took a BFH (Big Freakin Hammer) and wacked the stud out. Then I put the stud in as far as I could, installed the wheel over it and used the lug wrench to pull it in all the way.
Again, not to sure this is a recomended way of doing it. I might even get yelled at.)