na you dont have to remove the wheel, the dealer did my in like 10 mins after i bought new style centres from them...the only prob was that i didn't see how they did it..apparently they just pop off though
FYI You don't need to remove the wheel. I simply used a small flathead electrical screwdriver to get it out about a centimeter then I used a large flathead to Pop the rest of it out. Took less than a minute to do all four.
They're just empty holes at the moment. The car is going into the dealer next week for a wheel refurb so I am waiting for that to be done before I pop the new ones in.