Brakes will squeak when the brake shoes vibrate on the rim of the wheel as they grab. As the rim rotates, it will twist the brake shoes so that only the back of the show touches the rim.
To fix this, you need to make sure your brakes have what's called "toe in". Essentially, the brake shoes should be angled in such a way to where the front of the brake shoe touches first. Then, as the rim and brake shoe meet, the brake will flex in and the shoes will grab flush into the rim and not squeak.
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The first thing to do is to check the toe-in. Brake pads should be adjusted so that the front end contacts the rim first. If set up right there should be a gap about the thickness of a zip tie or a dime between the rear end of the brake pad and the rim just as the front end has made contact.
Next thing is to clean the rims. Use a scrubbing pad and a good detergent. Something like rubbing alcohol or window cleaner will do fine.
Depends on the type. If it's rim brakes you can set the pads up with toe-in which'll usually sort the issue out. If it's disc brakes, you can check alignment, and pads. Do note that some discs are prone to squealing, particularly in the wet.
Check the brake pads if anything has gotten stuck in them. Clean the rims with a scouring pad and some rubbing alcohol.
Check the toe-in of the pads. Forward end of brake pad should contact the rim first.
TO MAKE BMX BREAKS SQUEAK TAKE ALL OF THE GREASE OFF OF THE BREAK. IF YOU DONT WANT IT TO SQUEAK YOU WILL HAVE TO ADD LOADS OF OIL AND GREASE. =p