I didn't watch the Prodigy DVD until after I had installed and set up the controller. It does show what to expect the working controller to look like, but didn't show the setting very well at all.
No, you do not put your foot on the brake when setting up the controller. The display shows the voltage being put to the trailer
brakes, so if you are braking at the time you try to adjust it, you won't be seeing your adjustment. Instead, while stopped and not holding the brake pedal on (transmission in park or parking brake engaged), you pull the lever all the way on and the display shows your current full-braking setting. You turn the knob to change that setting, and pull the lever to check it.
Test stops are done by coasting (no tow vehicle braking) and pulling the lever on fully. The controller applies power according to your setting, the trailer
brakes drag the whole rig down, and the idea is that the trailer
brakes are supposed to almost lock up. You don't need to completely stop with the trailer brakes, just get an idea of how hard they are working. Obviously, starting from a low setting is a good plan to avoid unnecessary test-stop drama.
As mentioned in the controller instructions, some trailers never do lock up the
tires, no matter how high the setting is. That's the case with my
Boler, so I ended up with a setting that made the whole rig stop almost like the van alone, with the trailer doing it's share. If I set the controller too high, the trailer tries to do more than it's share, which is very jerky at low speeds. The test braking with the van coasting is still valuable to check for side-to-side pull: on my first test, I found out that one trailer brake was doing nothing because of the bad wiring under the trailer.