Sometimes the bolts get over tightened or stuck from rust, heat,etc.. Are you using a wrench to hold the nut that the bolt screws into? Should be a 15mm or a 17mm. If you bought factory pads there should be new bolts in the box. Make sure you check the "slides" (pins) that the caliper rides in and out on for free movement. If they are not "free" then pull them out and clean them/ lube them.
Liquid wrench is a good penetrating lube for stuck bolts, you can find it at most auto parts stores.