I do not know the regulations on burning sulfur.  The Rio Grande County Health Department may be able to give an answer. 

I recommend you contact the Rio Grande County Sheriff Office and ask if there is a fire ban.  If not, let them know what you plan to do.

I also suggest you contact the local fire department and inform them of what your are planning.  When you burn sulfur it creates sulfur dioxide (SO2).  The smoke can be toxic.  When water is added to sulfur dioxide, it creates sulfurous acid (H2SO3), a poisonous gas.  This sulfurous acid is also called acid rain.  The moisture could be from your lungs, it doesn't have to be from a hose. 

Make sure there is no one down wind who may be impacted by the burning sulfur smoke or fumes.

Marvin