Good move trying to clean your chrome rims. If you leave the brake dust on too long, the accumulated brake dust particles melt from the heat on the wheel, and basically weld themselves onto the rim. It's nearly impossible to remove that stuff once its welded on, so regular cleaning is essential.
You'll need a product that is more aggressive than the spray-on chrome wheel cleaner you've been using. Generally, you want to use the mildest stuff first, and progress from there until you get the results you want. I'd start with the Never-Dull wadding (great stuff, I use it myself), or another good chrome polish. The powerball option or a claybar would be your next step if the chemicals alone don't do the job, and as a last resort you could use the 0000 steel wool.
Good luck.