Brass, bronze and copper all "work harden".
The process of hammering the material thinner or thicker or bending actually hardens the material and with some alloys, this hardening can happen very quickly.
That is why, if you are going to bend the brass a lot, the others are suggesting that you stop and re-anneal it several times.
Unlike steel, quenching these materials does not harden them so if you want to speed up the annealing process it is ok to quench it in water.
As a side note, work hardening is the only way to make brass, bronze or copper harder.