My brother says I have a weak immune system because once in a while I get tooth infection? Is he right?

Unlikely. How often do you see a dentist? Do you maintain good oral hygiene? Have a dentist evaluate your infected tooth and get treated. Usually infected teeth are caused by poor oral hygiene and not a weak immune system.
Probably not. Teeth infections are usually a local problem - poor oral hygiene, inherited or acquired tooth enamel problems, secondary to gingivitis, related to tobacco use.