You've been given the right answer above. Note though, you should have a book in the glove compartment. It will explain things like this, and in fact, even has a nice picture with it:
For vehicles with front fog lamps,
the button is on the exterior lamp
control, on the outboard side of the
steering wheel.# (Front Fog Lamps): Press to
turn the fog lamps on or off. An
indicator light on the instrument
cluster comes on when the fog
lamps are on.
The fog lamps come on together
with the parking and sidemarker
lamps.
If the high-beam headlamps are
turned on, the fog lamps will turn off.
If the high-beam headlamps are
turned off, the fog lamps will turn
back on again.
The ignition must be turned to ON/
RUN to turn on the fog lamps.