Can we say firewall, anti-virus software, anti-malware software, and regular scans?
I agree with that.
As for his messaging clans they could be passing a bug on that way. How ever unlikely you may think that is I would check on that. Talk to the admin there and see if he's having any feedback about any problem members. That still is a big problem with Yahoo!.
Put a key logger on it. That will show where he's been and what he's doing.
Your brother is the common denominator to the problem. Look deeper...
He also could be turning off the firewall and AV to play online. A drive by download would not be out of the realm of possible.