Gravitational field, get it caught, swing it into orbit, mount vectoring rockets, stabilize it, mine, build the next gen of space vehicles in orbit,....
Oh, yeah, reality bites, it works for sci-fi writers and modern scientists, but I repeat myself....
Best bet is to watch it safely silently slip past back into the dark of interstellar space.
It sucks that the energy of getting something to escape velocity, or to slow it back down therefrom exceeds the energy needed to smelt the material right here on earth.
Of course, if it didn't we wouldn't have an atmosphere that a human could breath.