Breaks locked up on jeep

I have a 2001 jeep grand cherekee
larado. I have put all new
suspension, brakes and break pads.
While driving I started noticing that if
I let off the gas it felt like my breaks
were being applied. Soon after my
front driver side was smoking. I let it
cool down and then after I was not
even able to move without pressing
really hard on the gas. It then started
to lock up both sides in the front and
back. I took to the shop and they
took it apart and they cannot figure it
out. They said it wasn't my routers
break pads or calipers. I have sank
so much money into my baby and I
do not want to get ride of her
because I can't figure out why my
breaks are locked up. Any ideas?