Removing purchased music on iTunes?

Last night, my brother synced his iPhone to my computer to download some songs as he doesn't have his own and now all his purchased music is synced to my computer & phone and I can't remove it? I have tried manually deleting them off the phone, deleting them off iTunes yet they somehow keep coming back. Does anyone know how I can fix this? I tried the Purchased playlists thinking there may have been one purchased off his phone, but no, just the usual main Purchased playlist. And now I've just noticed half of my music has also been deleted & I'm just recovering it all now.
Please any help!

Added (1). Thanks Maddy I'll give it a try, what would the folder be called? Or where to find it? Each time I try to open the iTunes folder it just opens iTunes itself

Long time since I last used iTunes but I remember there's a setting where you can choose to auto/manual sync. If you set this to manual, then YOU control the sync process, not iTunes. Hope it helps Good Luck!

Delete the actual music file off of the computer, all of the stuff you have on iTunes will be in a folder on your computer, if you can't find it then just search the file and it will come up

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