Hi Newby83 and Welcome to TFF!
Our beginner forum ("Your new freshwater..") is a great place to learn about the startup problems that beginners have with water chemistry. If your tank is new, there may have been a water chemistry problem that is at the root of your neon's death. A different possibility is that the tank had simply not been running long enough or that the move from the local fish store to your tank was too rough on the neon. As mentioned already, brown algae is quite common is a different problem unrelated probably to the problems your neon had (although it could be part of a symptom of a maintenance problem and related in that way.)
To start to figure these things out, you'll need to tell the members how big your tank is and the history of when you first added water to it, then what actions you took with the filter and water and at what point you added fish. What wattage is the light and how many hours are you keeping it on per day? How often do you change water and how much water do you change? Do you gravel-clean when you change water?
What sort of water test kit do you have (if any?) How many other fish are still in the tank and do you know the results for ammonia and nitrite(NO2) tests if you have them?
Another initial thing you can do while waiting for members to talk to you is to read some articles in our Beginners Resource Center. I'd start with The Nitrogen Cycle and the Fishless Cycle and the Fish-In Cycle (you -may- be in a Fish-In cycling situation.)
~~waterdrop~~