Rear brake caliper

I have a 2000 pontiac bonneville with 83,000 miles. 3.8l engine no turbo. Yesterday I replaced all four rotors and brake pads. Thourghly bleed the brake system. Took car for test run and discovered passenger side caliper was not releasing. Replaced caliper with new one. Test drove, same problem. Rear wheel gets hot enough to smoke and hot enough to burn ones fingers when they are foolish enough to touch the rim. My neighbor had a 99 bonneville and he told me he had to have a scan done after replaceing his brakes. Is he fooling or do have to have this done? Bonneville also has abs and traction control. Any help would be appreciated. Thanks in advance