Well the best way to do wire it up is to run a seperate switch for it. Check out clipsed's original tutorial on fog light installation here:
http://www.nicoclub.com/articles.php?id=262175
If you want to wire it to the headlights so that they come on every time your headlights are on, then you need to connect a relay between the headlamp wiring and the fog lamps. I found this pic on the web:
The "power from ignition switch" will actually be power from the headlamp wire. You can just tap into the positive wire from either headlamp (you don't need both of them), but just make sure it's the positive one and not the negative. Then, the relay needs to be grounded, which is the part that says to ground. The part that says "to horn, etc." will be the positive power for the fog lamps, and then the last wire runs directly to the battery with a fuse on it.
If you choose to hook it up with a seperate switch, then just tap power from the fuse panel inside the car, hook a switch up to it and then run it to the part of the relay where you would have hooked up the power from the headlight wire. This is a standard relay which can be purchased at any auto parts store for about $10. If you have any more questions, let me know!