I had the same exact problem with my Hayes HFX-9 Carbons yesterday like crazy...I was damn annoyed also, having just bought the things. But I looked up the manual online and it advised that, if my pads were engaged on the rotor constantly, I take out the pads and push the pistons back with a box end wrench. This definitly worked, along with realigning the acctual braking system on my fork and rear drop out. Here is the link:
http://www.hayesdiscbrake.com/support_downloads.shtml
I believe that this might be your problem but I'm not sure. If so, download the manual according to your model and just ask if you need more help!