primeras dudas, muy extraño

Ok, krilos. Solo anadi el else a tu if principal y ya esta funcionando en mi arduino como tu quieres.
Aqui te dejo el codigo. Cualquier duda o problema, solo hazlo saber. Saludos.

int pulsador = 2;
int led = 9;           // the pin that the LED is attached to
int brightness = 0;    // how bright the LED is
int fadeAmount = 5;    // how many points to fade the LED by

// the setup routine runs once when you press reset:
void setup()  {
  // declare pin 9 to be an output:
  pinMode(led, OUTPUT);
  pinMode(pulsador, INPUT);
}

// the loop routine runs over and over again forever:
void loop()  {
  // set the brightness of pin 9:
  if (digitalRead(pulsador) == HIGH)
  {
    digitalWrite(led, HIGH);
    delay(300);
    digitalWrite(led,LOW);
    delay(300);
  }
  else
  {
  analogWrite(led, brightness);   

  // change the brightness for next time through the loop:
  brightness = brightness + fadeAmount;

  // reverse the direction of the fading at the ends of the fade:
  if (brightness == 0 || brightness == 255) {
    fadeAmount = -fadeAmount ;
  }     
  // wait for 30 milliseconds to see the dimming effect   
  delay(30);                           
}
}