From the way you describe it, that sounds like how you would expect Screen to work. Open any image and copy the background layer (Ctrl J — Cmd J) and set the copy layer to screen. It will show as much brighter. If you give the copied layer a layer mask and fill the mask with black, it will hide the effect. Paint with white and those areas will show brighter.
I make the above because using masks is usually a better way to go than using the History Brush. With a layer mask you can undo what you have done and have full control to fine tune your effects. If you show us a full res screen shot of your workspace showing image and layers panel, we might be able to suggest alternative workflows.