Buddy did the same thing only to find that there are some rotors that actually have a nut holding them on. Yes, contrary to what the Haynes and Chiltons say and every Mustang expert says. Try prying on the cap in the center hub.
In case this comes up again, if you can't figure out how to remove the rotor, then assume it was never meant to be serviced... I.e. sell car and buy another