Or buy and use Pigment Fixer, all of the pigment brands have that in their collection.
I just started using these. The fixers are a great way to go if you dry brush. I have Vallejo and Mig. I would say Mig is the better of the 2, although I have pigments from Vallejo, Mig and Secret Weapon. All are top notch.
So here is the easy way:
1. Apply the dry pigment to the area you want. You can do this as a drybrush or even a little clumpy for thicker dust, but not too heavy.
2. Mig Fixer, soak your new pointed brush bristles.
3. With the tip touch the area just outside the pigment, and hold it a second. The capillary action will drain the brush and soak into the pigment.
4. You can play around with the pigment for a while till you're happy.
5. Leave to dry 24 hours.
The Vallejo is better to use if you mix them together and then apply to something like tracks, or to apply to the model first. But I'd go with the Mig product, or the Secret Weapon when they rerelease theirs.
Hope this helps!