The brake on an ultracentrifuge is usually on, but for very sensitive methods (e.g., shallow gradients) it can be switched off. Stopping the rotor will then take much longer, increasing the risk of diffusional band spreading. Also, during acceleration and deceleration there is a phase at slow speed (couple of 100 rpm) where the rotor tends to vibrate (worse with swinging bucket rotors). Normally, one wants to pass through that region as fast as possible, that is, the brake should be on. For pelleting, the brake can generally be on.
I'd keep the brake on, only if that causes problems, try to switch it off.