Yeah, they have to go into the instrument cluster and also program that for the green light to work. When I was at the dealer, we'd normally do the programming for free, it's not that big of a deal to do it.
But personally, I'd rather leave the instrument cluster not programmed, as the green light in the dash is actually kind of irritating. Plus the foglight automatically go off when the ignition or lights are turned off, so it's not like you'd be running around with them accidentally turned on.

Gilly