Put the yogurt in a bowl and beat lightly with a fork. Add the salt, sugar, and cayenne and mix. Add the cucumber and mix again.
Put the oil in a skillet, and set over medium-high heat. When hot, put in the mustard and cumin seeds. As soon as the mustard seeds begin to pop in a matter of seconds, pour the contents of the skillet over the yogurt. Stir to mix. Serve chilled.