This is really a D1 question, but are you headlights on when you try the fog lights? You need to have your low beams on first. The fogs won't work if your headlights are off or on high.

 

Do yourself a favor and bypass the O.E.M wiring and go after market wiring harness and relay's but use the O.E.M switch, I have a 2001 sd with the lights and for the life of me cant get them working.This is the easest rout. I have taking all my wires out of the looms and traced for bad grounds, broken wires, bad relays, and fuses, found nothing. The dealer ship told me I had to get the computer programed for $80..00, well the aftermarket kit only cost's around $20.00, if you take your time it can be wired up very clean. Good luck!

 

Yes I did have the lights on. Believe me I have tried everything including checking all the wires. I also have the aftermarket installation kit, so I guess I will just install that. Thanks !