While it will not happen on a tractor, I learned my lesson on my boat trailer. We had camped on the boat overnight. The next day while driving home at about 55mph, I felt the trailer do something strange. I looked in the mirror and saw the trailer come up and the wheel come out of the fender. I immediately started to stop and watched the wheel go rolling down the road. Fortunately I was able to keep everything properly oriented and got the car and trailer off to the side of the road.

My wife was a sleep and I woke her, telling her to get the water from the boat to put out the fire. On one side of the trailer one of the axle U bolts was gone and one about 30% remaining, the rest of the two bolts had started the grass fire.. After retrieving the wheel the adrenalin left me, and I was so weak I could not get a couple of nuts from the right wheel to attach the left wheel. (I had an extra in my tool box.) I drove the remaining 30 miles dead slow with three bolts on each wheel. and what was left of the one U bolt

Lug nuts will stay in place when they are coated with commercial anti-seize and torqued using an appropriate wrench. 40 years ago, I thought that over-torque with an air wrench was the best way to install lug nuts, because that is how some of the commercial tire stores do it. But this practice makes it very hard to change a tire while on the road, using standard hand tools. Eventually, I began using anti-seize, and installing the lug nuts myself, using a torque wrench, to the manufacturer specification, which is typically 35 foot pounds. This method works. It is much easier to remove a tire when the lug nuts are pre-coated with anti-seize. The lug nuts do not back off and come loose as I had feared they might. They stay put and the wheel stays on.

On the 5 lug wheel setups on GTs you can replace the lug bolts with readily available 7/16-20x1 3/4 grade 8 fully threaded Allen head bolts from the back of the hub. Loctite them in and use conventional tapered lug nuts. Makes R&Ring the rear wheels EZ and quick.

As previously stated... anti-seize and correct torque works till you remove the lugs on purpose.

This post was edited by justalurker on Wed, Jul 3, 13 at 11:39

And it is also a good idea to to re-torque the lugs (whether they be bolts or nuts) after the first usage of tractor following initial installation of wheel(s) that have this system of attaching.
Reason for this is because the wheels (especially if previously installed and removed) may not "settle in" completely with the initial tightening. After the tractor has been operated in its normal fashion (following wheel installation), the wheels may have seated themselves a little better, but in the process, some of the clamping force provided by the lugs may have "relaxed".
It is recommended that lugs be re-torqued after initial run in period to confirm the lugs are still tight enough.

Normal auto policy is to torgue dry to manufacturer,s spec,s then retorgue after 50 miles . Rational is as advised by Mownie . Personally I wire brush and add dry moly spray on my 10 bolt pattern Diesel 1-ton application lol.