alloy wheel bolts have a bigger collar than steel wheel bolts, because the extra surface area of the collar is needed to reduce the pressure on the alloys (per square mm in contact). alloys are softer than steel wheels and can be damaged by the wrong bolts. get the right ones, you local motor factors will supply a set for approx £12.
its not uncommon for people to buy a set of alloy wheels and not bother to change their bolts. dont expect your wheels to drop off or anything, but dont be surprised if the steel wheel bolts damage the bolt hole faces on alloys.