The money for that goes to Limewire not the artists/ music production companies. Downloading any copyrighted music (which is most music) through Limewire (even if it is the pro version) it illegal - even if it is just for personal use.
To use music not for personal use - such as on a radio namepros show you would have to get in contact with the music production companies and pay extra royalties (which aren't cheap) to them for them to allow you to use their music on your show. The radio station your brother works for would be doing this.
