Robble, if you say your system is password protected, do you mean ALL user accounts or just your one? please also be sure that the accounts of your brothers, if they have own ones, are not admin-accounts.
And as a last piece of advice, be sure you also password-protect the hidden administrator account every windows xp version has. (Try pressing ctrl-alt-del twice in the windows logon screen and then type "Administrator" and no password into the login box, and try to login).
greetins, stalker