This is really serious. If your dad has done that then it is child abuse. Also it means he must be mentally unstable in some way or another. What do you think you should do for the best? has he done similar in the past?
You could either :
talk to other family members/friends.
Talk to your dad (if you think that would help the situation)
Go to the police, though i realise that is a really hard thing to do and can cause almost as many problems as it can solve!
Don't resort to self harm, it is such a dangerous thign to do, i know i have done it, once you start you end up using it all the time to try to control your hurt and try to help with your pain.
Justtry not to suffer in silence, if this can be dealt with through friends, family or your father himself then it may be the best way. But if you or your brother is in danger then you need to make sure something is done about it, or it could happen again and it could be worse.