Hmm I see. I understand what the guys want to do now. What they are trying to do is use a hub centric spacer to help you center out the new wheels. Just because it's loose doesn't necessarily mean you have the wrong wheels, just not great fitting ones (I assume that you have 5-114.3 wheels).
There are two types of spacers, ones that are hub centric and not (same goes for wheels). The hub centric are supposed to help you center out the wheels while the other spacers rely on your hub bolts to center the wheels.
The spacers aren't really necessary if the wheel sizing is correct. However the spacers are cheap and in the long run it's well worth the money to use them.
More information:
http://www.tirerack.com/wheels/tech/centerb.jsp