Hardware firewalls are built into modems and routers, so you already have one of them in place, and you don't need to do anything about it unless you discover you have issues access certain games/downloaders/etc, in which case you would need to forward ports to the computer in question.
For right now, you don't need to do anything, and no, you don't need to turn off your windows firewall when using a hardware firewall, because they both work independent of each other. The hardware firewall protects against intrusions into your home network at all, whereas the software (aka Windows) firewall is used for things that get passed the hardware firewall, stopping them from entering your computer.
***If your brother really wanted to get into your system, he probably could just by using your computer when you are not around, so I wouldn't worry about firewalls and such for a situation like that.
Edited by Fenor, 24 April 2012 - 02:10 PM.