I've only done these once before and I seem to remember problems installing the anti-rattle clip, and that it screws up everything if you put it in wrong. Or even worse, if you forget to put it on. (Believe it or not, I did that.) It has to be something simple like that if you're having the same problem on both sides.

And make sure you cleaned out the groove in the caliper bracket and greased it. Top and bottom....real important.

Always a good idea to do one side at a time so you can look at the un-started side to make sure things go together nicely. It will be interesting to see what you find out to be the problem. Make sure and post back when you get it fixed.
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I'm stuck on Volvo and Volvo's stuck on me....