There are a load of articles like this on the web. Not an issue these days. The original concern was caused by non sterilised horse hair during and just after the First World War. It's why Simpson brushes were marked 'Sterilised' until recently and also why a lot of brushes come with instructions stating that they don't need to be boiled prior to use.
Still, I always find these articles to interesting. I believe there are some old articles around from the 1920's that talk extensively about the anthrax issues.