First of all, your brother needs to log in under his own name, go to 'start' - control panel - users and make all the necessary changes there, so you have admin privileges also.
Secondly, all the files on a harddrive can be accessed by anyone that uses the computer, so it's not like he's logging in on your account. You can secure all the folders you don't want him to access. Right click on the folder and choose 'sharing and security' (I think that's what it's called in the english XP, I only have the dutch version here). Then in the second tab you hit the first box.
Hope that helps.
