Thanks for all comments. To answer m735is, I didnt do any of those things. I didnt break them in because I didnt know you had to do that. I also didnt know you had to use sandpaper on the rotors. The dealership said I installed them just fine.
I guess I need to buy the ceramic and not metallic pads. Also, I used the anti-squel that autozone carries but it was the more expensive $1.99 pack called synthetic anti-squeal. You may have seen it, its in a red and blue packet. I think I'll stay away from that and just go with the .99 stuff.
Also, I only have shims on the front with the anti-squeal stuff and they "rub" when I slowly release the brake.