I know it's kind of embarressing seen as most people here have completed this game and I am not really expecting help but it would be nice

Anyway back to the matter. Me and my brother are doing co-operation mode and we are stuck at the base were two of the brothers are holding Jenny. We can get to the brothers with very little difficulty it the fact we can't kill the brothers. After one of the brothers says something all the soldiers on the roof shoot me and my brother. My question is what the hell are we supposed to do?

It's actually quite simple! You just got to shoot at the package Carlos was carrying earlier in the mission. It's right next to Carlos' dead body! It will create an explosion and take out one brother, then take cover and shoot the guards. You will catch the other brother with Jenny later on.