to separate lines when holding down shift you will have to click on another tool and then back on paintbrush. If you don't click off the paintbrush and then back on it the lines will keep connecting to each other.

Here's something you can try. Load in your assorted brushes and choose the reindeer or star one --double click on it and turn up the spacing to 100. Make a oval with elliptical tool and in path palette make your oval a work path and then stroke it choosing the paintbrush. Whatever spacing you choose determines how far apart the brush objects go but they don't always come out evenly spaced so you have to play around with the spacing a bit (or a lot sometimes)--it isn't perfect system but sometimes it comes out ok and it will help you learn more about the brushes and how they can work for you.