Not sure what Shamil was thinking...
Lug studs are held in to the hub with press fit splines, changing one is easy. With the wheel and brake rotor or drum off:
Use a hammer to knock the old one out of the back, insert the new one, thread on the lug nut with your fingers, line up the splines, then tighten the lug nut to draw the stud into place.
To prevent this in the future always use a good torque wrench to set the lug nuts to the proper torque, usually about 90 Ft-Lbs, 100 if you have to use an extension.
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