I think you will need new lug nuts but do not pay big bucks cause you can get deals on them if ya dig in classified forums. Steel wheel lug torque is like twice the alloy rims are and pretty sure lugs are different! call these guys and see if they can help ya 1-800-892-3733 free call!
TRANSWHEEL Corporation - The Nations #1 Source For Replacement Wheels they should be able to answer your question with a reliable answer!! maybe even have them at a decent price?