1) Tell him.

You narrow your eyes and tell him, "In the station I overheard these two guys, a Garwin and Brigman, talking about human transmutation. I followed them out of the station and they spotted me. I only got away because of Al. But anyway, this is serious. I'm going to need a team from Investigations, and possibly some trained lieutenants, for the actual evaluation, and I'm thinking you could get me some connections in Research--"

"How do you know that Garwin and Brigman are their real last names? It could be a false trail," he interrupts.

"Well—"

"And how do you know that they weren't talking in code? Did they ever even directly mention human transmutation?"

"But—"

"What business did you have following them anyway? You could be court-martialed for that."

"They—"

"Don't come in here ranting that I have to take action and hunt down some random people when you don't even have evidence that they've done anything wrong," Mustang says with great finality, still looking impatient.

"They had a gun to his head, Colonel," says Al. You and Mustang look up at him. You had forgotten he was there. "They would have killed him if I hadn't stepped in."

There is a pause. You want to gloat, but you won't because Al's here.

"So either way they would have to be tracked down for possession of a weapon and attempted murder of an officer," Al finishes.

Al makes a very good point.

Finally Mustang is starting to pay attention. He looks at the two of you thoughtfully for much longer, you think, than he really has to.

At last he opens his mouth, and the first thing to come out is: "You let them go?"

"Didn't have enough evidence to arrest them," you grumble.

"Then if they're really planning something illegal, they may want you two out of the way first," Mustang says calmly.

"Most likely," you reply, remembering their threat to 'keep an eye out for you.'

Mustang gives another ever-mistreated sigh. Well, sorry for making you work a little, you think, annoyed.

"Then I'll put a team together," he says, almost grudgingly. He looks at you and you repress a shiver. It's the same glance he gives you when you're trying to hide something from him. "And you two will need to stay out of this. I'll make sure you're put under some protection."

1) "What?? We can take care of ourselves just fine, we don't need protection! And we're not staying out of it either- this is our fight too!"

2) "Well, alright."

3) Punch him in the face.