You just need to connect the fog light wire(s) to the wire(s) that turn the main beams on. Given that both the fog lights (presumably you mean front fogs) and the headlights are both at the front and that there's one on each side - two short runs - one on the NS and one on the OS will make the connections. You will need to remove and safely isolate the original supply to the fog lights - if you don't you'll switch on main beam if the fog light switch is operated.
Once you've done this there are two potential problems...
1) The fusing for the headlights may need to be adjusted - you can work out the new current using the formula: Total Watts divided by volts = Amps and fit a fuse (fuses) that can accommodate the the higher current - the existing one may be OK - you need to do the maths and compare with the car's existing fusing so (in the UK) you'll probably need a Haynes Manual from Amazon or Halfords for the wiring diagrams.
2) In the UK (don't know US) they used to call it I think, the Motor Vehicle Construction & Use Regulations - your proposed modification may render your car illegal with respect to these regs or whatever has replaced them. I very much suspect that Fog Lights MUST be separately controlled - the UK law requires that fog lights are only used when the visibility is poor - i.e. when it's foggy. I also suspect that you're unlikely to be "pulled over" for this and I also guess that the UK MOT test will not check for this unusual arrangement.
Peccavi
August 2009