*sigh* Sometimes I just don't understand Protestants....
Here it goes.
First of all, it is highly likely that Joseph was a widower, and probably had children from a previous marriage. Therefore, would those children not be Jesus' brothers and sisters, albeiet of a step nature?
Second, just because the Bible says that Jesus was Mary's first born son, that does not mean that Mary gave birth to other children. In Biblical times, "first born" was purely a legal term.
Third, in Biblical times, "brothers and sisters" were not just those who had the same mother or the same father, but also close cousins, aunts, uncles, nieces, and nephews! We continue this use of brothers and sisters today, albeit less formally. Do we not adopt our close friends as brothers and sisters? Do we not call our church family brothers and sisters?
An important historical document which supports the teaching of Mary’s perpetual virginity is the Protoevangelium of James, which was written probably less than sixty years after the conclusion of Mary’s earthly life (around A.D. 120), when memories of her life were still vivid in the minds of many.
To begin with, the Protoevangelium records that when Mary’s birth was prophesied, her mother, St. Anne, vowed that she would devote the child to the service of the Lord, as Samuel had been by his mother (1 Sam. 1:11). Mary would thus serve the Lord at the Temple, as women had for centuries (1 Sam. 2:22), and as Anna the prophetess did at the time of Jesus’ birth (Luke 2:36–37). A life of continual, devoted service to the Lord at the Temple meant that Mary would not be able to live the ordinary life of a child-rearing mother. Rather, she was vowed to a life of perpetual virginity.
However, due to considerations of ceremonial cleanliness, it was eventually necessary for Mary, a consecrated "virgin of the Lord," to have a guardian or protector who would respect her vow of virginity. Thus, according to the Protoevangelium, Joseph, an elderly widower who already had children, was chosen to be her spouse. (This would also explain why Joseph was apparently dead by the time of Jesus’ adult ministry, since he does not appear during it in the gospels, and since Mary is entrusted to John, rather than to her husband Joseph, at the crucifixion).
The fact that Jesus entrusts His mother to John, rather than to Joseph or to one of his siblings is futher proof that Jesus had no siblings and that Joseph had most likely passed away by the time of Jesus' adult ministry.
Today most Protestants are unaware of these early beliefs regarding Mary’s virginity and the proper interpretation of "the brethren of the Lord." And yet, the Protestant Reformers themselves—Martin Luther, John Calvin, and Ulrich Zwingli—honored the perpetual virginity of Mary and recognized it as the teaching of the Bible, as have other, more modern Protestants.