Has any one had problems with their brakes locking on in this cold weather?

I reversed off my A4 1.8T 2001- off my drive and noticed the car was not as free as it should be. Then after about 1/4 of a mile a chap beeped his horn and shouted " Your brakes are smokin' mate".

Needless to say I was very worried but managed to get to work. It seemed OK at 5.30pm this evening.

Help any one? Please tell me to sell it and buy the new A4 2.0TDi instead!!!!