In a large bowl combine the warm milk and yeast. Stir and let sit for 5 minutes.
After 5 minutes add in the brown sugar and melted butter and mix well.
Add the flour a half cup at a time, stirring after each addition, until a soft dough forms. Stir in the salt.
Turn dough onto a floured surface and knead for 6-8 minutes.
Place dough in a greased bowl, cover, and let rise for 1 hour. Dough should double in size.
Preheat the oven to 400 degrees.
Mix the water and baking soda together in a medium bowl.
Punch the dough down and divide it into 12 pieces. Roll each piece into a 12-18 inch rope. Shape into a pretzel, dip in the soda water, and place on a cookie sheet. Sprinkle with coarse salt.
Bake in the oven for 9-11 minutes. Remove from oven, brush with melted butter, and bake for an additional 4-5 minutes or until golden brown.