You bet they do. With all pads you need to get them bedded in nicely, either by doing ALOT of downhill runs (but then again this may be a bad thing) or do what i do and put both brakes on, hit a low gear and ride around the street for a few hours. That way they shouldn't take to long to bed in, and the rotors will be nicely done too(jut dont touch them after directly this as i tried. ouch)
But a few runs on a track that doesn't require REALLY heavy braking will do you well too. And with new rotors i've found, especially with hayes, that there is a slighty oily protection thats meant to stop the disks from been harmed while in storage. But once they get into the pads it wreaks havoc. So just wipe u rotors with a clean cloth for a bit