You need to get a socket specially made for hub nuts. A standard craftsman type socket has a bit of a taper before the threads start and the hub nut isn't thick enough to let it bite.
Thats funny, I have been using a Craftsman 2 1/8 socket for over 12 years and have never had that problem. I also had one of those stamped steel ones that I loaned to someone who tried to get the nut off a bent spindle, all it did was spread it open. I had to put it in the lathe and cut it down so it would grip the nut again.
