I've always wanted to do this, but I've never had the time/patience to go through it all. But here's an in-depth article on how to re-wire your fog lights:
http://www.mustangworld.com/ourpics/fcar/fog1.htm
If you're messing with lights, you might want to try this out, too. It's sequential turn signals, looks good if you know how to do it:
http://www.mustangworld.com/ourpics/fcar/sequen.htm
Hope this helps...