That's not unusual, if they are alloys, it corrodes and they can be a nightmare to remove. I would normally sit on the floor and boot the crap out of them with trainers on.
Failing that, a block of wood and big mallet against the rear of the wheel, whist turning the wheel, but make sure someone is the other side to catch them if they come off.
Theres a whole other thread in here somewhere about this, and what to use to stop it happening.