See, this is the crazy part that I first hinted at in the other thread. Way back in '98 when I first got my car and found CEG the HOWTO actually had an extra step on how to make it work this way. It wasn't much more difficult. Basically it involved wiring the relay slightly different, but no Dremeling or anything like that. I guess it was removed from the HOWTO because in many states it's illegal to run fogs by themselves. Like I said though, I don't remember the specifics.
And BTW, here's how mine work: switch off - fogs on; parking lamps on (switch in or out) - fogs on; headlights on, switch in - fogs off; headlights on, switch out - fogs on; highbeams on - fogs off