Billie Jean is the main character, she turns herself in on the beach her brother gets shot posing as her and there is a big statue that's on fire, I can't remember the name ?

Questioner made a double-post; see answer here:

https://www.askmehelpdesk.com/movies/billie-jean-main-character-name-217050.html

Sounds like "The Legend of Billie Jean" (1985)

Here's a wikipedia link for you: The Legend of Billie Jean - Wikipedia, the free encyclopedia (http://en.wikipedia.org/wiki/The_Legend_of_Billie_Jean)