I'm gonna go with the consensus and say it's probably something with the caliper being stuck slightly. Honestly, the problems with the brakes I've had with this car... don't get me started. Still love the car, just hate my brake system. It's gotta go back in the shop for the same thing for the 3rd time soon.

Also, if I were you, if you still can, I would return those Michelin's and get a set of Conti DWS's. Those will be my next set. I loved the Conti's that came with the car. I got the A/S pluses after those wore down. I still have them on my car after 20,000 miles or so, and while they lasted longer than the Conti's, in my experience they drive and stick to the pavement (especially in wet and snow conditions) much worse. At this point, mine are ridiculously noisy. Also, be aware of the fact that because they are directional you won't be able to rotate them with much ease. They will have to dismount the tires, remount them, then re-balance them for that.