I had made a brainwallet which i tought noone could have guessed and never put my private-key somewhere.
This was a very bad idea. People don't need to "guess" a brainwallet. Instead, they write computer programs that model human behavior and then generate all possible brainwallets that match a set of likely behaviors. Depending on where and how you created the brainwallet, it is also possible that the brainwallet creating program stored a history of the brainwallets that it created so that the author of the program could steal the bitcoins at a future date.
Please is there anything I can do
Unfortunately recovery of the bitcoins is extremely unlikely. There is a small chance that the thief is careless and reveals something about themselves that allows them to be identified. With subpoena power, there is a very small chance that the thief might try to use the bitcoins at a service that would supply you (or law enforcement) with the identity of the thief from their records. Please don't take this to mean that there is any hope of recovery. I offer this information only in the interest of being complete in my answer. I don't want to instill you with false hope.
As a note to anybody else that comes across this thread:
Bitcoin is still experimental and is still a technology considered to be in beta test. As such, it is very important that people don't hold more bitcoins than they can emotionally handle losing. If a person would feel devastated to lose all their bitcoins (or if the exchange rate on their bitcoins were to drop to $0) then they have too much bitcoins.