Bleed the brakes just like Reinhard said. I just rebuilt the calipers on a VW and had to bleed all four wheels like Reinhard said to get rid of the "spongy" feel on the pedal. Not a hard job - takes only a few minutes but you do need the second person to press the pedal while you open and close the bleeder valve. I attach a plastic hose to the bleeder valve that goes into a container after I put the wrench on the valve so I don't have a mess under the car while bleeding. Another benefit from bleeding all four wheels (remember to keep the fluid level up in the master cylinder while you do it) is that you replace the old brake fluid with new stuff.
Morris