Washing makeup brushes is very important for the health of your skin. Imagine constantly using a dirty brush and putting unnecessary dirt and oil back on to your skin. Ewww. Not a good idea!
In order to solve this problem you can take all your brushes and use either a makeup remover that is lotion based such as Clinique take the day off cleansing milk makeup remover or buy Sephora's brush washing soap.
Both formulas will work exactly the same and you want to rub the brush with the cleanser in your hands and run it under the water until it runs clear. This process must be repeated a few times for all the makeup to be removed properly.
It is important to let the brushes air dry for one day or until full dry. One important thing to remember when cleaning brushes is to not use any makeup remover that has oil in it to wash the brushes. That will potentially cause the hairs on the brushes to break and fold over. Remember that soaps made for the purpose of washing brushes are your best bet.