Still Trying To Figure It All Out...

I am still trying to figure out how to process my feelings when it comes to my brother.  He begged me the other night to not let him die.  He knows there is nothing I can do and that it will take a miracle, but he still begged me to help him and I feel so helpless.  What am I supposed to do with that?  How am I supposed to feel?  I feel like I am failing him because I can't do anything about the fact that he is going to die.  This is killing me.