When this happens to me, I get a 6' 4x4, jack up the truck just enough to lift the tire, put the one end of the 4x4 on the tire (make sure it's not on the rim) & go golfing w/ a 16 lb. sledge (i.e. whack the other end of the 4x4).

After you get it off, liberally apply anti-sieze to all threads and anywhere the rim contacts the rotor.

 

Hopefully you've gotten it by now. I've ran across some that had sizing problem. The hub may be slighty oversize or the wheel may may be undersized. Tighten the lug nuts would pull it down, getting it off is a real hassle as you've found out.