How do I tell them..?

Last night (and several times before that) I've heard my brother and his girlfriend...uum..well, either making out, or masturbating, or I don't even wanna know...but his girlfriend moans and breathes heavily..and I don't wanna be the annoying little sister who tells on them or whatever...but it kinda bothers be...its pretty disturbing..how do I suggest that I hear them and that they should at least be quieter or find someplace else...or do it when no ones home..??