FIXED!

Thanks TB! The clips was not sitting on properly, I had them pushing away from the caliper brackets instead of pulling into them brackets!

Now I have another problem though, the brake fade like crap when I apply moderate pressure... I was out trying to bed them in, and could smell of those stuff burning. Then when I do the final stage of the bed-in process (hard braking), the brakes didn't stop too well! I almost pissed my pants when I came to a stop sign, and the car wouldn't stop with my foot standing on the pedal (it's not bottomed out); it didn't even lock the front wheel and no ABS kicked in at all!

My question now is, will the fading go away tomorrow? FYI, I bought some Hi-Per Tech Metallic pads off eBay (probably just some generic pads).