Had the same on my Hyundai Terracan one year after a blow out on the M25 at 4am. We were on our way back from the airport after a horribly delayed flight back from holiday. No matter how much I kicked and swore at the wheel it would not budge and I was so p****d off I wasn't holding back or worrying about the car falling off the jack onto me. I should also have been concerned about the tired drivers in their lorries thundering down the rumble strip at us but was in such a blind rage.
When the AA man arrived he used a soft faced club hammer while turing the wheel between hitting sessions and that worked (but only just!)
It was caused by the electrolytic reaction between the steel hub and alloy wheel. I used copper grease on the hub after that to prevent it happening again.
If you don't have a soft faced club hammer, you could use a large wooden mallet or a large club hammer with a piece of wood to protect the wheel. Oh, best to use axle stands if possible as well as the jack if you are going to get under the vehicle to minimise the chance of it falling on you.
A squirt of penetrating oil between the wheel and hub before you start bashing may also help.
Good luck!
Ian.