Put wheelnuts back on finger tight, lower jack, drive a bit.
And when you feel it freeing off, you can take one wheel nut off each of the other wheels to replace those that have fallen off the stuck one while you have been driving.
Don't ask how I know this.
It was actually a mate's car, and it was a proper motor engineer who forgot to tighten the wheel nuts up. The wheel nearly came off on the way home as we cornered at 50mph along a river bank.
BTGTTS - except the wheel did come off.
Driving a friend's car from Pollock Halls to Valleyfield Street. Some pillock was flashing me as I turned into the street,
but I managed to park up OK, except one wheel fell off as I did. Luckily there was a garage in Valleyfield Street in those days and they lent me a roller jack thing.
The friend had had a flat on the way to Edinburgh and put the spare on. Not well enough.