Ahahahah! Oh lordy, I can't stop laughing. It's probably not that bad though; he's probably more embarrassed than anything. How young is he? I was in the same situation, except I walked in on my brother (I was only about 11), and it just kinda blew over. But yeah, use the covers and lights off.
And yanno, at least you do it in the privacy of your own room. My little sister does it all damn day (and at least three times a day), in the living room, with my mother, my brother and myself all sitting two feet away from her watching TV.
Best part is we've confronted her about it, and she denies it, and
still does it.