Blox Aluminum Lug Nuts

[advocate]

I got a set of these to go with my Rota Slipstreams and I have a couple questions. The wheels are lug centric if that's important at all.
http://www.evasivemotorsports.com/Me...&Store_Code=EM

Took the car out for a quick drive after rotating the tires and the lug nuts got really really hot. I have never noticed this before but honestly have never really checked. This doesn't seem like the ideal part of the car to be getting incredibly hot...

Also, I was tightening them after rotating the tires and I was making them really tight. As I was tightening them they suddenly went loose for a second and made a weird screeching sort of noise. Mind you this is when all 4 lugs are on and already pretty tight.

I'm wondering if I tore one of the threads or multiple actually because more than one lug did this. I thought it had to be something to do with the lugs threading because they were already tightly on and as I was tightening just a bit more they got really loose for just a second as they screeched then became tight again.

So:
1) Are the lugs supposed to get really hot? Under hard braking? Both?
2) Did I break the threading on the lugs?