It's really preference. It's either overclock your Pentium to around 3.9-4GHz that's VERY hot when it will still be barely as good as an Athlon clocked at 2.8-3.0(which these 3600+ can hit easily) that won't be nearly as hot.
Your brothers heatsink may not be seated properly or he may have horrible air flow through his case. I know my Opteron Dual Core idles at room temperature and loads at 40-45°C(~110°F) even though it's clocked at 2.8GHz.
And I see Chozart lurking, he may be able to build you a better, cheaper rig than what I gave you.
EDIT: Oop, he posted.