Others have had this same problem with the factory weights moving and scratching the wheel. I can't see the tire rotating on the wheel, but I am no expert. If I were you I would head for a good tire shop like America's Tire/ Discount Tire where they have the newest tire balancing machines.

The new Hunter Road Warrior(?) is a good one where the machine tells the operator how much weight is needed behind two adjacent wheel spokes.
Have them use the glue on weights and make sure they clean the area very well before attaching the weights. The front rotors tend to give off a lot of heat and if the weights are not attached solidly to a clean wheel they will likely drop off the wheel as the wheel cools down.
I would be very doubtful that the GM dealer would be of any help.