Don't know what year/model JK/JKU that you have, but
Besides what Daggo tells you--never touch the brakes when you're being winched, at least, not till you're done !!-
The ECU controls the hydraulics and as soon as you "TOUCH" the brake pedal--BAM-- the computer takes over and youis stopped, you can't just lightly apply the brakes !!
--google some winch techniques, lots to learn before you just hookup and push button-