high performance Porsche do the same thing at least that's what I hear from testimonials... I think it's one of the drawbacks of having high performing braking system...
I frequently replace brake pads and rotors and the bed in procedure is a must, so I would suggest giving that a try. Before the bed-in process the car would sequel like crazy esp when slowing to a stop.
This is the link that I use:
http://www.zeckhausen.com/bedding_in_brakes.htm