Loosing a lug nut

[94Dodge Truggy]

Anyone ever have a lugnut shoot off of their truck while traveling at a high rate of speed? I need to get a pic. on here of this. The rear drivers side wheel has sheared off one of its eight lugs holding on the wheel. The lug nut next to the missing one was loose and the others were torqued to specs. I heard a pop like noise on the highway and thought it to be odd. (not like the other noises this truck makes from time to time ) When I cleaned it last night I noticed the stud to be sheared right where the nut would have ended on the threads. I am suspecting the heat along with the aluminum rims to be the culprit. I cleaned all of the studs off of my old truck once in a little tugging incident, and had a TSL super swamper start throwing its tire lugs off up in the air in front of me, (at a high rate of speed once again Sorry Sarge ) but never have I seen this before. The truck is new and the dealership said that they would take care of it so the fix is easy, but I am a bit concerned hauling the 11,000lb. barn around now.