How to cook brown mustard seeds?
Typical in Indian cuisine, and I am sure it would work in other preparations, the first step is to heat some ghee or oil and then add brown mustard seed.  Now, these will pop, so it is helpful to use a lid on the pan.  Once the seeds are finished popping, the lid can be removed and you can continue with additional spices and/or other ingredients.  Just be sure not to burn the seeds.