It is unlikely that he will get into any trouble... although continued downloading of such material could be a problem in the long run - my suggestion is to delete the illegal downloads and to cease such activities. For the most part, assuming it was music downloaded, the industry seems to be focusing on the folks like Napster & AudioGalaxy and sending 'cease and desist' letters to individuals. While there is no guarantee that there would never be any action taken.... given the numbers of people participating in such activity if your brother deleted the files and stopped downloading illegal material he will probably be ok.

This is my personal opinion... please don't take it as fact.