(CNN) -- "I don't want Jim to have died in vain."
That was the core of the message Friday from Michael Foley, the brother of the American journalist James Foley, beheaded this month by his ISIS captors.
Michael Foley told CNN's Anderson Cooper he hopes Western nations get on the same page when it comes to dealing with kidnappers from militant groups like ISIS -- saying that having some European nations pay ransoms while the United States doesn't sends an inconsistent message.
He hopes that communication improves, not just among nations, but between governments and captors. He hopes others understand James' passion for journalism, to shed light on stories and truths others may never see. He hopes people honor him by giving to a Marquette University scholarship fund, go.mu.edu/remember-foley, set up in his honor.
And Michael Foley hopes others can find comfort -- and strength -- like his family has in how his brother acted in his darkest and final moments, as seen in the horrific video of his killing posted online.
"Jim didn't flinch. He had the courage," Michael Foley, 38, said.
"I'm certain that he put himself in a position to be first in line (among the captives to be killed), and he wanted us to be strong. And that is the message that he was sending, without sending it."
Even as ISIS touted the journalist's killing and threatened others, the world has responded -- in words at least.
Officials and groups from all over have condemned it. The latest was the U.N. Security Council, ripping the "heinous and cowardly" execution, which it said illustrates the growing danger facing journalists reporting out of Syria.
The United States hasn't halted its military campaign against ISIS forces in Iraq since the shooting; in fact, it has threatened to step up efforts in Iraq and neighboring Syria against a group that Defense Secretary Chuck Hagel described as exhibiting evil "beyond anything we have seen."
The Foley family has seen it. Their nightmare started with James' November 22, 2012, disappearance in northwest Syria, near the border with Turkey.
It got worse when they got an e-mail from his captors a week ago threatening his death -- a message Philip Balboni, the CEO of the online publication GlobalPost, which hired Foley as a freelancer -- described as "vitriolic and filled with rage against the United States."
The nightmare ended with the video, posted Tuesday to YouTube, which also showed another U.S. journalist, identified as Steven Sotloff, and an ISIS warning of more dead captives if the U.S. continues its military operations.
It's hard for the Foleys, still, to put into words what's happened to this fun-loving uncle, this 40-year-old who found his dream job as a journalist late in life and embraced it to the core, right up to his death.
"Horror is a good word," James Foley said. "It's right out of a Hollywood movie.
"And unfortunately, you're in it."
Brother: ISIS is evil, but airstrikes may not be enough
Could James Foley's story have had a different ending?
His brother thinks so; in fact, he says he knows "that there's more that could have been done."
"(U.S. officials) hands are tied, in many ways, by the rigid policies that we tend to follow," Michael Foley added.
Balboni told the Wall Street Journal that the captors originally demanded a ransom sum of 100 million euros, or about $132.5 million, from Foley's family and GlobalPost.
Michael Foley noted that several European journalists have been freed, after their captors got paid ransoms -- something Washington refuses to do, saying it won't negotiate with terrorists.
Michael Foley says he understands both stances, stressing instead that consistency is key. Expecting a militant to free an American for nothing while freeing a European for cash doesn't make sense.
"I don't have all the answers, but I do think that a more cooperative approach (is needed)," he said. "And there wasn't sharing of information. You wouldn't believe how difficult it was to get information (on) released journalists ... from the ways that we have these walls built."
U.S. special operations units were sent into Syria this summer to rescue Foley and other hostages held by Islamic militants, a U.S. official told CNN. Several dozen of the most elite U.S. commandos from units like Delta Force and Navy SEAL Team 6 flew in aboard helicopters but couldn't find the hostages, including Foley.
Ben Rhodes, a deputy national security adviser on Friday said the administration was looking at options beyond the current airstrikes in Iraq against the Sunni extremists.
"If we see plotting against Americans, see a threat to the United States emanating from anywhere, we stand ready to take action against that threat," Rhodes told reporters. "... We're actively considering what's going to be necessary to deal with that threat, and we're not going to be restricted by borders."
Up until last month, the Foley family thought they had "made a lot of progress" toward James' release. But when the United States began hitting ISIS in Iraq, the Foley family knew it wouldn't help -- even though, as Michael Foley acknowledges, what happened to his brother underscores the evil nature of this group.
"I think there's a lot of utility to what's being done there," he added. "It's just horrible what ISIL is doing to the citizens over there and something needs to be done. I'm just not sure that containment and some of these strikes are enough."
CNN's Ray Sanchez and Deborah Feyerick contributed to this report.