There was a thread on here from 2007 that went into great great great detail about installing HID's into the foglights:
Its a great writeup that goes into incredible detail, but its a little too busy for me (and no pictures).
I think it can be explained in a more simple fashion.
So here's mine...
If you're trying HID's in the fogs, chances are you've already mastered the HID's in the headlights. Headlights were simple.... the only thing that was altered was that gray "dust cap." Well the fogs are similar, but they have a black "dust cap" that needs a little more modification. The headlights can easily be put back to stock halogen, whereas the fogs WILL NOT be able to return to stock.
What you will be modifying:
1. the black plastic fog light dust cap with plug
2. the short OEM fog light harness with white plug and gray plug
Those two things are all you would need to return to stock, so even if you did want to go back it would be as easy as getting new dust caps and short harnesses.
I removed the front bumper to get to everything easier. This makes accessing the foglights and mounting ballasts much much easier.
Take that short wire harness that was connected to the black cap and hack the gray plug off.
Take the black plastic dust caps and cut the plug part off of it, leaving you with a nice opening. I used a drill, pliers, and the sidewalk (as sandpaper) to do this. I'm sure you have the proper tools, i.e. a dremel. Get the opening to be about the size of the back of the cap... see pics below.
Take the HID power wires out of the rubber grommet and cut the connectors off of it (as shown in the bottom right of the pic above)
Solder the hacked HID power wires to the short OEM harness that has the white plug (red to red, black to black)
Pull the HID wires and grommet through the hole in the black dust cap. Seal the grommet using silicone sealant or whatever. Also put some sealant in the holes in the grommet where the red and black power wires once were.
All this should yield you the following:
Pretty self explanatory from here...
H3 HID bulbs go in factory fog light housing,
put on black dust cap,
connect HID to ballast to factory plug,
put bumper back on,
note: plugs are all different, so they will only plug into exactly where they are supposed to go!! easy!!
oh and if you mess something up, its not my fault... mine work perfectly
This seems a lot more complicated than it actually is. Once you get the H3 HID kit and open the box, everything will make more sense.