Did you break them in properly?
You do about 4-6 medium stops from 40mph.
Then you do about 3-4 HARD stops from 30mph.
And then let the car sit for about 2 hours (without the parking brake on, of course chock the tires) then it should be fine.
Did you scuff the brake rotors with some light sandpaper to get the anti-rust coating off? If not it probably got onto your brake pads and is going to do that for a bit.
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