Strange Caliper Trouble

I have a 94 tercel 1.5 liter engine and have recently changed the calipers and brakes pads. The problem that I'm having is that when I tighten the calipers bolts, my front wheels bind up. They won't budge. When I loosen them just a little, the wheels turn freely. I understand that calipers are supposed to be free floating and can't understand why the caliper bolts would "lock or bind" the wheels". Please, I can use someone's expertise. Thanks in advance.

Dillard