If you use open-ended lugnuts and leave the center caps off during inspection they'll probably let you run. They're trying to make sure that you've got full engagement (1.5D) of the stud into the lug nut. With the open-ended lug nuts, they'll be able to see that your stud has full engagement.
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Jeff Chambers
T/S #4
12.07 Seconds/112.6 MPH
http://www.kellnet.com/chambers/default.htm