I agree with trying some form of Karate. My son also has issues with attention, aggression, and low confidence. He tends to give up on things if they don't immediately go his way. We put him in the Tae Kwon Do class at the Y and he loved it. After 2 sessions (6 weeks each), he decided he wanted to try swimming. Now, he loves both! And, while our lives are very busy with practices now, I wouldn't trade his huge smile for anything!
I'd also recommend he see a counselor. The may be able to help him with the loss of his brother in ways a parent can't.