GTI 337/20th Anniversary :: Front Wheel Making Squeaking Sound When Driving But Stops When Brakes Applied?

I just replaced my front brake pads and rotors. Car had no squeaking sounds before this. When changing the right front pads and rotor, the set screw that holds the rotor in place snapped on me when I tried to remove it. I drilled out the remaining screw and inserted an easy out / screw extractor to try to remove the broken screw. Screw wouldn't turn/budge and eventually the easy out snapped in half while trying to turn it. Here is where I fear I made a little problem into an even bigger one; I tried to remove the broken easy out by banging the back end (smaller end) of it with a hammer and screwdriver, hoping it would pop out from the front of the hub. No success, and continued using a lot of force to try to remove it from the rear part of the hub. Eventually I noticed the hub area by the back of the easy out bent a little from me using force from the rear to remove the easy out. I stopped there, bent the hub section back to original shape (didn't bend too much to begin with) and sawzawed off the protruding end of the easy out from behind.

After driving a few times I started noticing the squeaking sound coming from the front right wheel, the sound sounds like is in tune/harmony with the wheel rotation. As soon I step on the brakes, the sound stops. I had a similar sounding problem with a rear wheel a long time ago and it ended up being that the bearing needed adjustment. I know the front bearings are pressed in so they can't be adjusted. I am thinking the force used to try to remove the broken easy out damaged something with the hub or bearing or maybe the axle nut.