Quotes in the middle of the sentence

Hi,

I wanted to say 'shut up' but I didn't.

I wanted to say 'You're not my brother,' but I didn't. (Is comma needed after brother?)

In #1, only two words 'shut up', so I haven't put caps.

In #2, a regular sentence (you're not my brother), so I put caps.

Is my logic correct, or is there some hard and fast rule for quotes in the middle of the sentence?

Thanks.