If you definitely have the 48RE ... the '03 and '04 is supposed to lock at 28 MPH in 2nd and 49 MPH in 3rd (drive) chances are you'll be going faster when you are in OD ( I hope so anyways). I don;t believe tapping the brakes will make it lock/unlock.
If you want to test it out put it in "tow haul" mode (lock out OD) and get it up to about 55 MPH... under normal throttle. You'll feel it kick into drive and then once you cross about 49 you'll feel the converter lock. Once you are up to speed and stay above 49-50 it should stay locked unless it slips under a heavy load going uphill or under WOT. It's supposed to stay locked in OD as well (except under those conditions) unless you drop it below 49 MPH or so.