Possible problems:
1). Your bro saved them under his account into a directory he "owns" and they have his file permissions only. Have him try sharing out one that you can't access. Stuff can be loaded as "this user", "a group of users", or "all users".
2). Micro$haft has been really pushing their digital media rights features and adding more and more restrictions with each new upgrade of their multimedia products. I now avoid anything new in media player, .net framework stuff and for that matter any other upgrades where I don't know exactly what they do. The Windows digfital rights manager may have decided that only your brothers account has access to these "copy righted MP3's". There is no way around this aside from "buying two copies of your music????" or trying to remove any new media player updates. Watch out for this kind of restriction in the non-microsoft player also. They will inevitably be installed to keep the software companies from being sued by the RIAA and MPA.