Hi,
You can check the all users desktop if it is a windows xp machine and delete it from there. If it is a windows 7 desktop, you should be able to find it c:\users\public\public desktop and remove it. You would need to then create the shortcut on your desktop specifically. This would only stop him from seeing it on his desktop, it would probably still show under program files group at the start menu. Under 7, the path would be C:\ProgramData\Microsoft\Windows\Start Menu\Programs (programdata folder is hidden so you would have to unhide it first). Deleting it from there would remove it from all users program list under start, so once again you would have to manually readd a shortcut for yourself. If you delete it from there, and your brother has rights and is nosy and goes through your hard drive, he could still find the programs under the program folder on the c drive and launch the application from there unless you deny him rights.