For the sake of providing this to everyone, here's my message. As I said to Eltee, I should have created a project, but did not. So, instead you get a rambling how-to.
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As for the fog light and switch, much of this is based off of memory and two projects on MyST. The specific process will depend on the brand of lights you get, as the harness is most important. I sat here trying to recall the specific process, but I cannot recall enough specifics to provide a clear how-to. But, I'll try to help as much as possible.
First, check out these projects: (a) http://www.mysporttrac.com/mysporttrac/projects/PIAASwitchToFordOEMSwitch/PIAAswitchtoFordOEMswitch.htm and (b) http://www.mysporttrac.com/mysporttrac/projects/SecondFogSwitch/SecondFogSwitch.htm. (b) is essential for wiring information. Both were extremely helpful in my install.
Second, I've attached a photo with explanatory notes from when I was planning the install. I know I made it terribly unhelpful--two steps and sentence fragments. But, from the best of my recollection, here's how it goes.
Before you do anything, disconnect your battery and then turn on your headlights. The system needs to be dead because you're going to be tapping wires.
[1] Cut the bottom right ground wire that runs into the heatshrink harness. Make sure you leave enough wire on both ends of the cut. Connect the ground wire coming out of the relay coil to the fog light switch pin three (blue/black on the switch harness). Connect the other half of the cut ground wire to fog light switch pin 4 (black on the switch harness). What you've done here is establish the fog light switch as the cut off for the grounding of the relay power in (top right of relay in PIAA diagram, noted as "positive on/off from switch). When the switch is off, the circuit is not complete because the relay on is not grounded. When the switch is on, the circuit is complete and the power flow allows the relay to complete, thus allowing power to flow on the left side of the relay.
[2] Coming off the right side of the relay connection is a top white and bottom black wire. These run to the PIAA switch. Cut both. Tap the white wire to a power source. This is your power for the relay (noted above--this is what the fog light switch will cut off through the ground). I tapped mine to the parking light on wire. You can also tap it to an always-on source. I chose the parking lights so that I could only run the PIAAs when my parking lights were on (like the OEM fogs). When the car shuts the lights off (20 seconds or whatever after shutdown), it kills any power to the PIAAs, thus preventing an absend-minded draining of the battery. To connect the white to the parking light on wire, I ran a wire from the front left signal to the white wire (there is enough wiring in the PIAA harness, depending on where you cut it, to merely stretch it out and connect it). I do not recall which wire in the signal is parking light on (there are three--ground, parking lamp on, and turn signal on). I used a pin and a wire tester to check. DO NOT connect to the signal power on! If you do, you'll have blinking fogs!
Continuing [2], merely cap the black wire. The black was ground for the PIAA switch. The switch had a ground because it illuminated a small LED when the lights were turned on. No big deal.
So, when this is complete, you should have the relay powered (white to fogs) and grounded (relay out to fog switch, fog switch to cut wire from relay to remainder of PIAA harness).
Before I go on--details. To run the wires into the cab, I used a small drill bit to punch three small holes through a large rubber grommey underneath the steering column and behind the pedals. I pulled the grommed into the cab, drilled, stuck a hangar through and fed the wires through. Don't let the simplicity of the wording fool you. You will need a good flash ligh