-Check if your brake pads are toed in.  This means that the front of the 
 pads hit the rims about 1mm before the back.
-If not, adjust the brake so that the front of the pads is about 1mm 
 closer to the rim than the back.
-If your brakes are toed in, try scrubbing the rims (refer to "increasing 
 braking power".)
-If the problem only appears when the rims are wet/cold, a different 
 brake pad might eliminate the problem.

Peat Bakke [pb@europa.com]
I found that a great way to adjust the spacing / toe in of a break pad is
with a nickle and a penny.  Put the penny between the rim and the front of 
the pad, and the nickle between the rim and the back of the pad.