If you are talking about using omnistone or a similar type of product, I think you want to lay down a sand bed first. BUT... Are you laying over an existing stone driveway of virgin dirt? Over dirt, you should put down a bed of #3 or even #4 stone for a drainage bed under the brick. It depends on how soft and wet the area gets after hard long rains. You may want to use a stone driveway for a year first until all settling of you stone bed has occured. Once a stone bed has settled, use sand or grout and place stones in place. Also, contact places that install omnistone and see what they recommend. Basically if you don't have a stable base under the bricks, you will have a mess after a short time.