Phil,
Here's a recent discussion on the topic: http://forum.audiogon.com/cgi-bin/fr.pl?hbest&1113961641&openfrom&1&4#1
When buying CD-R's, you'll want the kind that's marked "consumer audio." Those are the discs designed for your brother's player. The other discs are designed for computer burning. I haven't tried using the "computer kind" in my stand-alone burner, but maybe someone else can tell you whether it would work.
Good luck.
Howard