It would be much better to use a print/layout application like InDesign and export to PDF. But if you really have to do it in Photoshop, just make sure that the document is at least 600dpi, and save it as a PSD. You can probably make the panels of the brochure as individual PSD files, and then let the printer people set it all up for you.
Its not really a big deal to do this stuff in photoshop if that is what you are used to. I use postcard press to print this sort of thing http://www.postcardpress.com/cgi-bin/postcardpress/digitalspecs2.html You can download a .psd template file from that link. It contains an info layer that tells you the correct work and colorspace to use(based on their printers). Other print facilities are different(most likely) Standard print resolution is 300dpi for high quality printing. hope that helps Nigel