This experiement has to do with the friction between the rubber of your tires, and the asphalt of the road. When your vehicle brakes here, the wheels will lock (sorry, no ABS!), and the rubber tires will grind and drag along the asphalt road. The friction between your tires and the road is what allows you to stop. Be careful though! The more slippery the surface, the less friction for stopping!
It is recommended that you start with a "dry" road. Try more slippery surfaces after that.