yes, more than one time. At first i just went to ford and purchased 5 of them to have on hand for replacement. Then i got sick of how they looked and ordered some extended shoulder lug nuts from AFS wheels to use on mine and they are just chrome and do not have that stupid cap. Plus i needed the extended to work with my spacers anyway. BTW....the ones from AFS where 25 bucks for 20 of them including shipping.
It is common for that to happen with the factory ford lug nuts. It will happen quicker if you use a socket that doesn't fit all the way down on the nut.