WARNING: This page is about a different car, the 2004 Mercury Mountaineer and 2004 Ford Explorer. However, it is still accessible from the selected car via links, so may be relevant.
CAUTION:
The brake shield has an access hole knockout that must be removed to allow for the removal of the wheel stud.
Fig 1: Removing Access Hole Cover From Brake Shield
Courtesy of FORD MOTOR CO.
Using a suitable punch, remove the access hole cover from the brake shield.