the brakes are design slightly touching the disk. This is called the floating brake sys. (or was it non-floating sys?). Anyway, check the retaining pins, and the spring plate that hold the brake pads. If the pins/plate is missing, there is a posibility your brake pad is not alligned with the disk, thus causing the strange noise....
BTW, when u press the brake pedal while the car moving, do you feel the shudder on your foot??