Just checked, and mine doesn't do this on flats: it starts rolling if I take my foot off the brake. I only get the behavior you describe if I'm on a relatively steep incline.In my car every time I come to a stop the brakes engage and stay engaged for a second or so after the pedal is released.
Our car is brand new but the rear rotors were getting very hot and backing up was hard. So I took advice of many on here and backed off the e-brake so it took 5 or so clicks to engage rather than just 2, and backing up is easier and the rotors appear to be the same heat all the way around the car. So I'm relatively optimistic that loosening the e-brake cable has fixed my hot rotor issue. No doubt this also affected my mileage, but I haven't even got the gauge to drop below Full yet, so its hard to tell ;-).
Just in case anyone is wondering why I was checking the rotors obsessively on a 2 day old car - 2 miles off the lot, the left rear wheel was visibly smoking.