Check and see if the pin for the emergency brakes has been pulled. If it rolls without being plugged in and locks up when it is plugged then it really sounds like that may be the problem. Once that pin is pulled, it uses available power to lock the brakes up. You might also try hooling up a battery and not plugging it into the truck. If the brakes are locked then (battery wired in, trucjk unplugged) that's the problem

The aux wire is usually used to re-charge the trailer battery.