Imperative Sentences sometimes begin with Negative Commands like "Don't".
The reporting verbs like "said/say", etc. are changed into "asked/ask", "told/tell", "advised/ advise" etc.
"Not + To + V1" is used in these sentences. For example, "don't go" should be changed to "not to go" in Indirect speech.
In this context, "Don't ......" changes into "not to ......".
For example:
My friend said to me, "Don't go to Kolkata." (Direct Speech)
My friend advised me not to go to Kolkata. (Indirect Speech)
The following things in the sentence should change when changed from Direct speech to Indirect Speech:
'Said to me' would be changed to 'forbade me'.
'Don't' would be deleted and simply replaced with 'to' since forbade in itself is negative in nature.
Therefore, the correct answer is option (b): My brother forbade me to play in the rain.