Like Russell said, if you're running stock steels or something open at the hub, then wheel removal isn't necessary.

One thing I would caution you on, though. When you think you have the tiny outer screws tight enough, you should've stopped already. They strip very easily.

A trick, hold the Allen wrench with your thumb and index. Using your bird finger to apply pressure, put just enough pressure to see the veins in the back of your hand move and distend. Sounds funny, but it's pretty darn accurate <img src="/forums/images/graemlins/smile.gif" alt="" />