Nah technically your half-brother isn't your cousin. If your dad was siblings with your half-brothers dad, he would then be your cousin. How awfully confusing and weird :P
Edit just looked this up further: Technically he is your second cousin it turns out seeing as you both share the same great grandparents through each of your dads sides. Your half-brothers dad is technically your "First cousin once removed" too. Cousin trees are tremendously confusing :)
http://upload.wikimedia.org/wikipedi...CousinTree.svg