based on what i understand on the TS's explanation, i think the main reason for the different sounds is because you have two different headphones. unless you have two same headphones (same manufacturer, same model) you wont have problems with it. another scenario would be you and your brother listen to two different things at the same time (which i do not know if its possible) then i could be of no help to you on that. if your problem is the first scenario (your brother prefer this brand of headphone and you prefer another), the output (sound) would really be different because not all manufacturers are the same. unless you have the same brand and model of headphones, it is perfectly normal. if it isn't, please check the headphones first. maybe one is not working properly.
cheers!

