I watch an office DVD every night before I go to sleep. Last night I went back to season 1, and picked up on something. When Michael refers to " the special file cabinet for corporate", aka the trash, he says it was his brother's joke for bills. Now watching every episode at least a dozen times, I never recall him having a brother, only the exchange student that stole all his blue jeans. Anyone know anything?

That quote was a nearly (I say nearly because I don't have transcripts of the two in front of me, lol) word-for-word copy of what David Brent says to Jennifer in Season 1 of The Office UK. A lot of the script from the US pilot is taken from the UK one.
It should also be noted, however, that the Office US is famous for inconsistencies like these. A lot of details like the "Michael's Brother" dilemma are created solely for the sake of the joke and not necessarily part of the story arc. A lot of the times those details are quickly forgotten by the writers. So yeah, I wouldn't worry about it too much. Unless, of course, a brother for Michael is introduced later at some point. =)

I didn't even notice this!

Inconsistencies from the writers seem to be really common in the show and that's always kind of annoyed me...