Google "soft socket." http://www.google.com/search?q=soft+socket&ie=utf-8&oe=utf-8&aq=t&rls=org.mozilla:en-USfficial&client=firefox-a
I have destroyed at least three of those soft sockets, they just don't hold up to the torque required. I am now back to a hardened steel 6 point. Just be careful. Now I do only use the black BMW lug bolts, so you can't tell if the socket scratches them.
IMO also those soft sockets are a waste of money. Apart from their inherent weakness, almost any shop that touches your car is going to spin the lugs out with an impact gun (and maybe install them with one, too ). Jotting "use no impact wrenches" on work orders sometimes helps, oftentimes not. And that pretty much renders your choice of socket moot. Just use quality 6-point sockets and due care.