I'm almost on my 4th week of cycling and my live rock has like 4 different colors on it. Including carroline algea on it too. But it seems to be growing some brown substance on all the rocks. Looks almost like thin mud? Any thing I can do to assist with this. Or is it just parts of the cycle.

I would say its just Diatom Algae on the rock. Give it some time it will go away. Just part of a healthy cycle.

+1, diatoms most likely, a sign that your cycle is nearly complete, very soon it'll be ready for a small CUC.

Those are just diatoms a good sign for someone cycling a tank as soon as your Ammonia and nitrite hit 0 you should be ready for a CUC the clean up the algae.