If you have a problem with this, let your therapist know so he can ask your brother to find a different therapy arrangement. You have to be comfortable with it, and it sounds like you aren't.

My husband and I see the same therapist. In fact, two of our sons also saw him for brief periods. We had no problem with that arrangement. We were comfortable about it and confidentiality was never an issue -- T was very good about this. For us, it was greatly helpful because he was intimate with our family dynamics from all perspectives which, in the long-run, did wonders for our family as a whole. It isn't for everyone though, and I don't think all therapists have the training in family therapy and dynamics to be able to effectively handle family groups/individuals.