For the effect you are trying to do, instead of using the Lightning PFX Brush, it is far easier to use the default lightning Effect.

In the Dynamics menu set, there is a default basic Effect called:
"Create Lightning".

You can select your objects you want lightning to burst between, and Choose:
Effects: Create Lightning > Options Box

In the lighning options box in the Creation Options you can tell it from which object you want it to start from, or end on.

Check the help for details on setup, and tweaking here:

Using Maya
__>Dynamics and Effects
------ >Dynamics
------- >Dynamics Menus
--------- >Effects
----------- -Effects-Create Lightning

Good luck

Menu screenshot: