One day I was changing my wheels, I turned one of the lugs and the stud broke loose with the lug nut still on the stud, so now the stud is spinning freely with the lug nut still attached, anyone know how to get this off?!

 

Well, as it stands, you'll either need to find a way to get under the car and maybe grind off the stud cap or spot weld it to the hub. Or, if there's no way to access the stud cap, you'll have to try and drill out the lug nut.