I think the word proud/pride has gotten a bad rap personally. If it's a feeling that comes with arrogance.....then yes, it's not ok....but most people are proud of their accomplishments in a humble sort of way....or proud of others accomplishments that are close to them.....if pride is felt in humility....then there is NOTHING WRONG WITH IT & it is a very good feeling.
It's usually quite obvious if the person with the pride is arrogant or humble & that's where the judgments tend to come from.
Glad you are feeling proud....I know that you have good reason for that feeling given your brother's accomplishment in the marines