Eh?
 

Far as I'm aware with 240s the Virgo wheel nuts work fine with steel wheels. Being a sealed nut they're ok without hubcaps. I've seen Volvo alloy wheels used with ordinary nuts and whilst ugly it should work fine because their wheels have steel inserts so there's no need for a special nut.
740s and 940s use the same (metric) nuts for steel and alloy when the latter have those plastic covers over the nuts.
I've never lost a wheel or even had one come loose so yours is an usual event, although a 240 I bought had been fitted with new studs on one corner.
If you're still stuck for nuts get in touch as I'm very near. Dudley code 633132.

Thanks for the info etc on wheel nuts, .........now sorted, the local Volvo
dealer e- mailed me back and offered the oem Virgo chrome nuts with a BIG discount. Said I had spent a fair bit with them when I part restored the car
( true ) . Decent of them to say the least, the parts department at this dealership are fantastic.

For info I bought all mine from here and they look great!
http://www.ebay.co.uk/itm/1805141926...84.m1439.l2649

Wondered why they were only selling 16 before I realised this......

http://www.ebay.co.uk/itm/1805141926...84.m1439.l2649