It may help if you spray a little WD40 around the wheel / hub spigot area. Sometimes a rubber mallet will shift them, but if the corrosion is severe, then the big hammer and lump of wood treatment is about all you are left with. Once removed, clean up the hub spigot and wheel centre, and treat to a smear of copperslip grease to stop this happening again. I usually remove wheels soon after buying any car, and do the clean up and copperslip thing. You would be surprised how quickly the corrosion can start. This also happens to steel wheels, but the "dissimilar metals" effect with alloys can be bad.