If you dont mind fiddling with encryption you could encrypt the file so that only the administrator account - you - have access to the files.
Remember 4 things though:
1. Backup your encryption key
2. Under folder options select do not cache thumbnails (otherwise anyone can see what the file would be they just cant open it!!)
3. Change the file names to something ambiguous so that they cant guess what it is
4. And finally make a backup of the files just in case maybe using WinZip and putting a password on them.
In fact that might be a way of hiding the files relatively quickly. Simply zip the folder with low or zero compression but encryption turned on and password the file. That way you can easily hide the zip file and extract it when you need it (remember to name the files something ambiguous cause you can still view the name of the file). Just remember to delete the files when youre done. Simple.
The thing that I think you have to remember is that half of the battle is to ensure that the folder with your files in it never gets found. Once an encrypted / locked folder or file is located your brother will know what is in it and will most likely (if he is like my brother) try and break into it. So make sure that you put it somewhere that he will never ever look. Like the windows folder. Then you could also add extra security by giving him a limited account,that way he even windows stops him getting it!!
Whatever you decide ensure that the files dont accidentally turn up when you do a search for all pictures using windows file locator. I accidentally stumbled on some photos of that nature in a mates house whilst trying to locate a picture I had downloaded from the net.
Someone please unwire me...the gadgets are taking over!