Depression occurs for me if I keep on trying to things that I don't have the capability to do at that moment. Persistently trying to do the personally impossible is the quickest way I know of to feel down about myself because I then feel inadequate. If I just blindly keep on persisting without making any changes then depression results.
If I find myself in a downward spiral then I break out of it by focusing on physical activities that are easy to do but that remind me that I have a lot of ability in many things and that there at least a few things in life over which I have control. These real world results overturn the abstract and exaggerated negative thinking that depressed people often succumb to. Real world results are evidence of ability and we need that to reset ourselves, to shake us out of our doldrums and to on with things once again.
I have more specific details in this post:
Nick Pagan » Breaking the Spell of Depression
I hope that with this you can help your brother.
Take care,
Nick