I'm not all that familiar with US or UA, but I am pretty sure that you would be able to book flights for you and your brother where you flew the transatlantic portion together.

For US, they have flights to Rome from Philly, so that would work as a connecting/meeting up point for the 2 of you. And for UAL, I would think Washington/Dulles would be the likely connecting point. But I think UA only flies direct to Milan?

Book early especially if you are interested in summer travel, as reward seats sell out fast to Europe. If you cancel, the miles for the unused tix can be redeposited in your account for a small service fee (not sure what amount though for US or UA, its $35 for Continental). So, basically the tickets are refundable. You might post on the UA or US forum for more detailed info on terms of reward tickets.