prodigy p3 question

It certainly sounds like something isn't connected right. However it's difficult to say what wire or connection is wrong from the symptoms your getting. As it should, the manual says how it should work when hooked up right. If it's wrong, who knows what it would do. You seem to have an older P3 as mine displays slightly differently, however, yes it should show the voltage applied to the brakes when you step on the brakes. The Manual is on line if you don't have one. I suggest going over the wiring, or taking it back and having the dealer do it right. You paid for it after all.

http://www.tekonsha.com/content/downloads/installation/N90195.pdf