Is it better for the questioner to download the forbidden song for her friend to avoid inappropriate joking between her friend and her brother, who would download it instead of her, or will downloading the song make her sinful?

The questioner should choose righteous company that helps her do good, and engage in da'wah (inviting to Islam) to increase her faith and keep her firm on the truth. She should advise her friend and brother to stop listening to music and to dispel any doubts about its prohibition. She should denounce their forbidden relationship and mixing, and prevent her friend's visits if they lead to mixing. It is not permissible for her to download songs, as this constitutes cooperation in sin.