1998 GMC Jimmy

Smells problem
1998 GMC Jimmy 4 cyl Four Wheel Drive Automatic 172000 miles

I recently (2 weeks ago) had all 4 of my rotors and brake pads replaced. Two days ago I went back to the place that did them because they were still squeaking. They told me that they forgot to 'seal' them by heating them up and that the problem should now be fixed. After driving today, I notice when I got out of my car a smell of burning on the passenger side by the rear tire. It was similar to a smell as if I had been driving with the parking brake on. (Which I know I wasn't because the parking brake no longer works.) What could be the cause of the smell and is there a reason to be concerned.
April 5, 2008.

Caliper piston seal could be leaking or the piston is not retracting or a collapsed brake hose-causing it to drag.

Apr 8, 2008.