I personally would try to stop the vehicle. If it will not stop you may have to ease of the brakes so you can attempt to steer. If your wheels are locked you will not be able to steer at all.
Experience is the best teacher. There is no set techniques for every encounter. Off roading can be very dangerous so if you are scared of some things, don't attempt them. If you work your way into the sport slowly you will find that you will enjoy it more and do less damage to your equipment. The best rule of advice I can give you is never offroad without another vehicle with you.