Aftermarket bulbs have short lives, unless you purchase well established brands. If you touch the bulb with your fingers, this will shorten the life as well.
You have two fuse panels. One under the hood, next the the battery. You'll have to remove the batter cover and surrounding electrical cover to access.
The second is in the the car, to the left of your 'dead pedal', or left foot rest.
Locations of the fuse panels can be found here:
http://www.infiniti.com/pdf/te...e.pdfpages 267-269
However, I don't think there is a separate fuse for the foglights in the 06-07 models, unless you are talking about something the dealer installed. The lower light in the headlamps are considered fog-lights normally. If you are talking about those, I'm pretty sure they share the same fuse as your headlamps.