We really need more info to be able to accurately diagnose your problem, but if I were to shoot in the dark, I would guess your idle isn't set high enough, and the reason it runs without the brakes applied is because you have it trimmed up to a decent speed.
When you apply the brakes, it moves the throttle servo away from its trimmed setting, and lets it go back to its own idle speed, which is too low.
Refer to the flow chart in this thread; it should help you quite a bit.