[jakeru]

Not at all - autocrossers who drive their cars to events and race on special wheels commonly change wheels two times every weekend. But if you remove and reinstall the wheels frequently, you will need to keep your lug bolt threads in good condition, to prevent them from galling or seizing. If you haven't already, give them a good cleaning (using a solvent like brake parts cleaner) and a light, even coating (on the threads) with anti-seize compound. Do not put anti-seize on the part of the lug bolt that contacts the wheel. On Porsche lug bolts with the captive washer, though, I like to clean behind and put a light amount of anti-seize behind the captive washer. Also, always use a torque wrench to torque to the correct specs and use a "cross-cross" torquing pattern. Once anti-seize is applied, you should be able to remove and reinstall the wheels many times before you need to reclean and reapply it. (A light, even film is actually perfect.) If you're not cleaning the lug bolts, keep dirt away from the threads. (Set them down sticking straight up, or lay them down on something clean.) If dirt gets in the threads, clean them! Always thread the bolts in by hand (no air tools) and make sure nothing feels "gritty" - should feel smooth. G'luck!