Ok, first off I was thinking about how to word it before I typed this. I think a picture would be the easiest to explain.

Ok, so this is a pic of my rim. (good looking right)
I numbered the lug nuts.
5 has a star because it's a locking lug nut.
1 needs a new stud, it is missing about 4 threads in the middle, so the lug nut just sits there not holding any weight.
About a month ago 4 started to get lose so, I tightened it.
Now over the last two days 4 and 2 keep getting lose. I could hear them getting lose and if I don't stop and tighen them, it will start to shake.
Now today driving home was the worse. I had to stop every 3-4 miles to tighten them. Any idea what's going on?

 

stripped threads. when you replace them, replace the lug nut AND the stud together. if not, the stripped thread will continue to do you in. also, make sure you torque them down to the right amount.

 

exactly what he said. You could also be accidentally over tightening or under tightening, which unbalances the load. Hence, the others are quickly getting their butts kicked. Replace them all for good measure.

 

+1 on replacing the studs and lug nuts. Try that and see how everything works for ya

 

I had the exact same problem last year, you've stripped the lug nuts and wheel studs. You just need to buy all new wheel studs and lug nuts and replace them, it's not a difficult job, you will just need access to a bearing press or bottle jack.
And after you have everything re-installed and have driven about 50 miles make sure you re-tighten the lugnuts

 

Ok thanks. this I'll replace all 5 studs and 4 of the lug nuts, I'll keep the locking one. Because for one it's expensive to replace and because I haven't had any problem with that one at all.

 

Just make sure you do it BEFORE your wheel fly's off

 

yeah...well im trying to avoid driving it and when I do, I'm stopping every couple miles to tighten them

 

Have you checked the rest of the lugs/lug nuts on the other wheels?

 

trust me i had a wheel come off friday night on a very narrow very tall bridge due this same thing...needless to say it was a very bad night and it ruined my weekend.