Happened me and my sis-in-law.

Went to JD's both times...for the sis-in-law's car they gave me a set of locking nuts and I had to go out and find the right one. In my case they could tell by the reg.

Also, be 100% sure that the lock nut isnt in one of the other ones - I bought the lock nut from JD's only to get home, changed 3 wheels and on the 4th, found the locking nut still wedge in the bolt....reckon it had been there for about 10k miles! :P