How do I stop my wheels from getting stuck by the brake?

Try lubricating your braking system first. You could have dirt build-up preventing your brakes from properly releasing. Also, check for rust during this process. (Hopefully there is no rust and you do not need new brake cables.) Second, adjust the brakes using the adjustments near the brake levers. The brakes should loosen up enough if you have a clean and lubricated brake cable, levers, and clamps. Double check that they are not strung too tightly; you may need to manually loosen them. Third, check to make sure your rims are true. You will probably need to bring your wheel to a shop to do this. They can adjust and true your rims if they are not too badly warped.