Pads will be dusty and squeaky during the brake in process. If you've had them on the car for a week or so you may want to try to bed in the brakes...
http://www.tirerack.com/brakes/tech/techpage.jsp?techid=85
http://www.zeckhausen.com/bedding_in_brakes.htm
Quick steps that I personally use to bed in brakes...
You're going to need to find a open smooth road that is lightly traveled. You may need to do this at night if you can't find a lightly traveled road during the day. Try to find a road with no one around as well, you don't want to get the attention of "driving erratically" by the wrong folks....
-Get the car up to 35-40mph and get on the brakes HARD but DO NOT engage ABS. You want to go to the point shortly before ABS engages. Also DO NOT come to a complete stop at any point in this process of bedding in the brakes (if someone/something jumps out in front of you, then by all means STOP).
-Repeat the 35-15mph stops 3-4 more times. This will get the brakes up to temp and ready for the second part of the bed in...
-Get up to 50MPH after the last 35-15mph.
-Again HARD on the brakes from 50-15MPH 5-7 times or when you get a good amount of brake fade (when the brakes start to feel spongy and don't have the same stopping power they normally would)
You're likely going to smell that "brakes are burning" smell and may even see some smoke coming from the brakes... unless you have to for safety reasons (avoid accident, bad timing on a stop light or something jumps in front of the car) DO NOT STOP the car at this point. If you do you could melt part of the pad to the disc face which will cause vibrations when braking.
Continue to drive your car for 15 minutes at 35-50mph (speed limit depending) using the brakes as little as possible to cool the brakes down.
Video demonstrating how to do this:
https://www.youtube.com/watch?v=kd_PtFJW3_g
This should help with the squeaking and may also help with the excess dust.