1995 Ford Escort smoke from front wheel

Brakes problem
1995 Ford Escort 4 cyl Two Wheel Drive Manual

when driving only a short distance smoke comes from the front n/s wheel and the car does not coast if the clutch is depressed, it appears that the brakes are stuck on, as the wheel will not turn when it is jacked up, I have changed the calliper which worked for the first few movments of the pedal but sure enough the brakes became stuck on and started smoking again, it is like a mastic gun every time you pull the trigger it pushes down but wont release its self untill I undo the bleed nipple to release the presure, please can you help/advise me of the problem, brian