Just an FYI for anyone that is interested in doing this with $10 and NO CUTTING OF WIRES. This is a much better way of doing it. It takes literally 3 minutes to do, and it is completely reversible with no signs that anything was ever modified. You don't cut ANYTHING! Here is all you need to do.
Stop by your local pepboys and pickup one of these.
Parts Express:Littelfuse Add-A-Circuit Fuseholder for ATO/ATC Fuses
Then hook it up like the following:
Your fog light mod is done. You will be able to turn on your foglights whenever the truck is set to "run" and they will turn off automatically when you turn off the truck. One side effect to this is that if you leave the fog light switch on, every 4 hours or so, your truck runs a quick diagnostic and because you tapped this specific fuse, the foglights will also come on for a minute or so. You can avoid this by simply turning off the fog light switch before you park your truck for the night.
No worries if it does happen though. Your battery won't die, etc.