Like everyone else said, just dont have it on if your driving on a rain or snow covered road. You can turn it on/off anytime.
When you are shifting, you may want to give it a little more throttle than normal to compensate for the jake dropping the rpms quicker than normal. Other than that, you should be cool.

when i drive trucks with a jake, i never turn it off.

usally shift with it on, either don;'t let fuel pedal all the way up, or else just touch clutch, both ways disengage jake when shifting.

I try to never use my foot brakes unless i really have too.