brakes whistling?

I have a screeching sound when I have been driving for a while coming from my brakes. If I move the steering wheel it stops until I go straight again. This only happens when the van has been going for a few miles. I had the brakes replaced but when they where replaced they kept sticking on. I have been told that there might be a glaze on the brakes that happened when the brakes kept sticking on. The brakes do not stick but I keep getting this whistle like the pads are just catching the disks. Any advise would be welcome