This is a often-discussed topic in the "ML" forum.
The headlight fog lamps are activated by a code in the AAM computer and has to be set by the dealer. Doing so will allow the headlight fog lights to activate as well as providing output for aux lamps. Some dealers charge a fee for this...I had my aux lights activated at no charge...
There is also a green glowing dashboard indicator on 2000-up models...that is activated seperately, as the glow has proved to be annoying to many owners.
The original reason for having to get the lamp module activated seperately is because the height of the foglight in the headlight assembly is just a tad too high by DOT standards (i.e., illegal). Most states rule them illegal as well.
So ML models in other countries can use them legally, but many dealers here will not activate them for you (although I've read a few posts where some ML owners had theirs activated "accidentally").
If you do manage to get them activated, all that is needed is to add the bulbs and you're done!
Keep the wattage to 50 or less. Run auxiliary lamps along with the factory fogs at your own risk, as the combined wattage will almost certainly blow the 15-amp aux fuse!
2009 ML350 (84K) - Family vehicle
2001 CLK430 Cabriolet (71K) - Wife's car
2005 BMW 645CI (124K) - My daily driver
2012 Mustang V6 (60K) - Daughter's car