wolram said:
Brown dwarf galaxies are, i think the coldest systems in the universe, If they continue to loose heat energy
If they really are "the coldest", then they won't be losing heat energy; they will be gaining it (because something that's colder than anything else in the universe can only get warmer, not colder, as it interacts with other things).
That said, I don't think these objects (do you have a reference for "brown dwarf galaxies"? not sure what they are supposed to be, I know what "brown dwarfs" are as single objects but I'm not aware of whole galaxies composed of them) are colder than the CMBR, which is at 2.7 degrees above absolute zero. So they would, in fact, continue to radiate heat energy, because they aren't really the "coldest" things in the universe.
wolram said:
they must loose gravitational energy as well
The dwarf will "lose energy" in one sense, yes; but not in another sense. Suppose there is a brown dwarf all alone in empty space, far from all other objects. You are somewhere far enough away from it that its gravity doesn't affect your motion, but you can watch it slowly radiate heat energy.
As the radiated energy passes you on its way outward, the mass that you measure for the brown dwarf will decrease, yes; in that sense it does "lose energy". However, as this happens, the brown dwarf becomes *more* tightly bound, gravitationally--i.e., it becomes *harder* to tear it apart (in the sense that it would take more energy to do so). So in that sense, it is not "losing gravitational energy"--its binding energy (the energy it would take to disassemble it) is increasing, not decreasing.
wolram said:
what happened to the gravitational energy that held the system together?
As the above shows, the "gravitational energy" you are referring to is *negative*. The system gets more tightly bound as it loses energy. In order for the system to be torn apart, sufficient energy has to be *added* to it; as the system loses heat energy and becomes more tightly bound, the amount of energy it takes to do this *increases*. So the accounting always balances.