For your particular equation, using \left\{ and \right\} to get larger curly braces won't do you much good, as the material being encased by the braces isn't much taller than a parenthesis. Hence, I suggest you use \bigl\{ and \bigr\} for the inner set of braces (the stuff following \min), and \Bigl\{ and \Bigr\} for the outer set:

\documentclass{article}
\begin{document}
\[ P_{n,k} = \Bigl\{ \{x,y\} \in [X]^2: n= \min
\bigl\{ m\in\omega : B_m(x) \cap B_m(y)=\emptyset \bigr\} ;
(x,y) \notin G_k \Bigr\} \]
\end{document}
Incidentally, the use $$ ... $$ to generate display-math equations is heavily deprecated. It's much safer to use \[ and \] (as I do in the example above). For much more on this subject, please see Why is \[ ... \] preferable to $$?
{}button. – cmhughes Mar 20 at 0:58{}button to edit a question involving{and}... – Mico Mar 20 at 2:10