Two quick questions:

What type of brakes-- V or Ultegra caliper design?

Second, on a Bike Friday, it's common for the cable stops to get caught on the guides of the frame, making the cables stretched and tighter than they should be (making brakes rub, etc.) Just double-check all the guides are fully seated, etc.

Other than that, it may be that you need to adjust the brakes or cable lengths, but these should have be set correctly by Bike Friday before shipping. Consider calling them for advice-- they would likely talk you through the solution over the phone. Or, it may be a question for your shop, if you had the components changed over locally (they should have adjusted them properly.)

Good luck!