I just did this mod a few minutes ago. It was really, really easy, thanks to all the great feedback. I did it like drew72ca's method, with a minor change - I connected the red wire from the relay to the blue ignition wire - a thick 12-guage wire coming down from the steering column, next to a black wire of same thickness. Using a test light I confirmed this wire is only hot when the ignition is on.
The result for me is the fogs come on under control of the fog-light switch, totally independent of the headlights, parking lights, high-beams. But now the fogs only come on when the ignition is "ON". They do not light when the key is in the "ACC" position. This allows me to listen to the radio without having the lights on by mistake.