Do I really have to listen to my brother? Why can't he keep his opinions to himself?
Why don't you want to hear his opinions?
It makes me annoyed when he always criticizes me.
That really does sound quite annoying, but he is family and you should still listen to him. He may just want you to improve yourself but doesn't know how to properly tell you. So it's best to keep listening and stop him when it gets too harsh.
Nah. I can't be bothered to talk to him anymore, I'm just going to tell him to shut up.
I understand feeling frustrated and angry at him, but telling him to shut up won't help. Tell him how what he is doing upsets you. If you have a calm discussion with him, he will probably be willing to work on changing his behavior.