Brushing just captures the hair into the brush instead of your furniture or clothing. The dog will shed if you groom or not. That being said, neither of my boys are big "shedders" - instead their pants just grow bigger and wider until it's an unruly mass of undercoat.
Its essentially why I stopped using the Furminator much. It was designed for single coated dogs where you can strip from the top. With Shelties, you want to get to the skin.
I normally line brush weekly - bi-weekly if they are not in coat. The key here is "line" brush. Scraping a brush over the top coat is not going to do the job. You need to flip pup on his side, and starting at the spine, with a pin brush, brush the hair upwards in a line down his back and rump, starting at skin level. Work down the line.
Then move down about 1/4" and repeat until you've done one side down to the belly. Flip dog over and repeat.
It sounds onerous, but if you stay on top of it, I can line brush each dog in about 15 minutes each. It's the other grooming that takes the extra time - ears and feet.
I hate starting to groom but once I've started we all love it. It's actually very therapeutic!