It is OK to stop for a few seconds, although for maximum benefit you should limit the amount of little breaks you take. Many people here, including DLD and myself jelq in a 90-100% erect state as it is a great way to gain girth. It is considered an advanced technique though.
should i warm-up before my jelg session and one more thing when i do my morning stretch session i do the stretching but i start getting hard i should stop right for a few seconds and let it go down so i could get a good stretch .
You could stop, but I prefer to ejaculate then stretch . If possible ejaculate, then shower , and then stretch . Give your self a little bit of time after you ejaculate before you stretch . Your penis is sensitive after you ejaculate.