S.F.
It's music. If you think it's okay then I'd do it. You have a good sense of your brother.
What your parents will need to come to terms with is that their children aren't always going to do things that fall into their "norm" category. Besides, what is normal? :)
It's hard. I have a 17 year old brother and 20 year old sister. I'm 33 and they both feel very comfortable coming to me with things. I've always been very cautious of betraying their trust for the exact reasons you do. They've told me things or I've heard about things they've done and while I may or may not agree w/them or worse yet our parents wouldn't approve, I've never had to go to my parents on anything.
Just out of curiousity, what kind of music is it?