Ninerfan - what kind of brakes do you have? How have you been adjusting your brakes up til now? Forgive me if I'm pointing out the obvious, but the various adjustment thingies have one thing in common, they tighten (or loosen) the wire between the lever and the brake. Attaching the wire with an allen bolt gives you the basic alignment and if you're lucky or deft that will be enough.
Often you'll want to turn the barrel adjuster (or similar doodad) all the way in first (so that it's not tightening the wire at all), attach the brake wire with the allen bolt with a bit of slack, then use the barrel adjuster (or similar doodad) to finetune the distance between brake pad and rim.
Also, if you have fat or wide tires the brake pad may be rubbing against the tire and not the rim, if the brake has got a little crooked. On my one mtb I can't put the wheels on at all if the tires are full of air, there's not enough space between the brake pads. Keep forgetting that, and have to let air out, put on wheels, put in air again...
Winter riding is much less about badassery and much more about bundle-uppery. - malkin
1995 Kona Cinder Cone commuterFrankenbike/Selle Italia SLR Lady Gel Flow
2008 white Nakamura Summit Custom mtb/Terry Falcon X
2000 Schwinn Fastback Comp road bike/Specialized Jett