What will have happened is the alloy of the wheels will have fused to the cast iron hubs. The way to get them off is to slacken the wheel bolts very slightly with the car on the ground, then violently shake the wheels. Usually the weight of the car is sufficient to snap them off and, of course, the bolts prevent the wheels coming off entirely.

If this succeeds, apply a thin smear of CopperEase high temperature grease to both surfaces and this should act as a sacrificial anode, preventing any trouble in the future.