Instead of asking Why? Ask him what he is trying to accomplish in hitting his brother or in any of the situations you are having. You need to undertsand the behavior to correct it. I just hate when I hear the word "punish"(one of the responders used it). Do you really want your child punished? Or do you want them to learn?
It may be that he needs more from you but he is not sure how to get it.
Tell him if he needs help resolving a situation with his brother to ask for your help instead of hurting. Also I always think of how we are teaching our children as a pyramid. At the bottom, when they are young, we have to put tons of effort into it. We have to build this huge base with TONS of bricks. As they get older we get closer to the point. Closer to them getting the point to all of the things we have been teaching them over the years.
Four is still young. He is still really learning what it means to be a part of the human race. You will hit bumps in the road but he IS learning from it and one day he will put what he has learned to good use :o)
Besides when he is with you he is safe to do whatever he wants(you will ALWAYS love him). Explore new and old actions to see what the REaction is different times. What is he like around other people? That is the true judge of his character.
Good Luck and have fun!
~A.
~*side note*~ Have the boys pick out special sleeping bags for your room. The may take a little longer to grow out of but it might be easier to get them to use in the first place :o) It's a hard transition for them and that may make it more exciting.