I was trying the SD40 just the solo engine in Free Roam, I had been going OK for a while no problems not speeding or anything, I got to the part I needed to go a bit slower, but then I couldn't slow down, it was not responding to Raildriver or the keyboard, I was clicking on everything and nothing, would make it slow down, I cut the power the engine died but it was then free wheeling, the brakes were doing nothing, I had them full on. This thing would not stop, I was getting closer to the end of the line, so before I crashed I exited the sim. It made me think if this was real I would have jumped. Col.
Are you certain it was the physical brakes and not the dynamic brake you were using? On a keyboard, the Train and Independent brakes are applied through separate keys (; and ' for automatic, [ and ] for independent). Were you trying to stop by holding D, or moving the power lever of the Raildriver forwards? As someone who started with EMUs, it is a mistake I made when I started. Another possibility is that your brakes were not cut in. The MU-2A valve must be set to "Lead or Dead" and the cut-out switch to "Freight" or "Passenger" Did you do this before starting?