The dynamics of charged Coulomb grains in a plasma is numerically and analytically investigated. Analogous to recent experiments, it is assumed that the grains are trapped in an external parabolic field. Our simulations are based on a Langevin model, where the grain-plasma interaction is realized by a velocity-dependent friction coefficient and a velocity-independent diffusion coefficient. In addition to the ordinary case of positive (passive) friction between grains and plasma, we also discuss the effects of negative (active) friction. The latter case seems particularly interesting, since recent analytical calculations have shown that friction coefficients with negative parts may appear in some models of ion absorption by grains as well as in models of ion-grain scattering. Such negative friction may cause active Brownian motions of the grains. As our computer simulations show, the influence of negative friction leads to the formation of various stationary modes (rotations, oscillations), which, to some extent, can also be estimated analytically.