you could try using a screwdriver at the top of the nipple, i.e. inside the wheel rim and unscrewing the nipple that way (use a penetrating oil to loosen the nipple). It is likely however that the spoke is protruding too far throught the nipple and you will not be able to get the screwdriver to grip. If the nipple is really rounded then the easiest thing to do is just to cut the spoke and buy a new one.

WARNING

You will however have to true the wheel when you put the new spoke nipples on. This is a bit tricky and involves making sure that the spokes have the correct tension and that the wheel is properly round and flat. If you are not really interested in spending lots of time on this then it may be easier (not to mention safer) to get it done at the bike shop. They do not usually charge huge amounts to rebuild a wheel.