Did he choose "new game" on the game's main menu, or did he choose your existing game? If he chose "new game", he can't save because you can only have one save file at once. If he wants to have a separate save file on the same cartridge, unfortunately that is not possible and he'll have to get a copy of the game for himself. It is impossible to keep the game he started, as you are not given an option to overwrite the existing file in Black 2. If he continued your file, this is almost certainly an issue with your game, as you should always be able to save.
If you quit the game your brother started by turning off the DS, it will be lost forever. However, this is still no way to keep that file he started anyway, so the first thing you should do is turn off the DS. If you want to delete your save file so your brother can start his own, here is how to do it:
- Start the game as normal. Watch/ skip the animation that plays to begin with until you get to the screen with the game's logo and Black Kyurem.
- Once on this screen, press Up, Select and B simultaneously as the game told you to. This will bring up a new screen that will ask you if you want to delete your existing save file.
- Confirm that you want to delete the file. Remember, there is no way to get it back once you delete it.
If you want to keep your save file, then once again, your brother will have to get his own copy of Black 2 if he wants to have his own save file.