A combination of confocal microscopy and rheology experiments, Brownian dynamics (BD) and molecular dynamics (MD) simulations and mode coupling theory (MCT) have been applied in order to investigate the effect of shear rate on the transient dynamics and stress-strain relations in supercooled and glassy systems under shear. Immediately after shear is switched on, the microscopic dynamics display super-diffusion and the macroscopic rheology a stress overshoot, which become more pronounced with increasing shear rate. MCT relates both to negative sections of the generalized shear modulus, which grow with increasing shear rate. When the inverse shear rate becomes much smaller than the structural relaxation time of the quiescent system, relaxation through Brownian motion becomes less important. In this regime, larger stresses are accumulated before the system yields and the transition from localization to flow occurs earlier and more abruptly.