Ok P. S.
So my advice is based on experience, Dr. Phil, and Nanny 911...but I can't say I always follow my own advice!
Pick a weekend when you and your husband are both home and have nothing going on. Take shifts Friday, Saturday, Sunday. Little brother will just have to bear with it as well.
Either use the sitting approach where you sit in the room and move farther and farther away from their bed and out the door. Keep putting them in back in bed if they try to escape, but don't really acknowledge them or say a word.
We were not patient enough for that method so we put one of those door locks on the inside of his door and just let him scream. After waking up a few mornings with him asleep by the door, he finally figured out it's more comfy in his bed and we were not coming to get him.
It'll take about 2-3 nights and it isn't pretty. After a few weeks go by you'll realize what a huge change this has made in the sleep in your life and your 3-year old's.
Good Luck!
-J. G