Give the new rotor a chance to break in a bit. You might also remove the wheel and clean the rotor with a solvent such as mineral spirits, or naphtha (keep away from brakes and pads) to remove any residue from the manufacturing process.

To speed the break in use this trick from the auto and motorcycle world. Do a series of hard breakings as in emergency stops. This breaks it in much quicker than normal slowing and controlled stopping. Being basically lazy, I'd try the hard breaking trick before bothering with cleaning.