You must use a 55 Watt H3 Bulb. Take the headlight out of the car. Its much easier that way, as on some cars the existing wiring is tucked in the headlight and its tough to get to. The car has all the required wires already built in.
Just plug the H3 Bulb in. Once that is done.....
Then you have 2 choices.
a) Take it to the dealer and have them activate the AUX Light button. They will also be able to activate the Green light in the dash, which will then come on when the AUX light switch is pressed. The Bulb for the green light in the dash is also already in the instrument cluster. Once activated, you will see the fog lights and the rear fog light illuminate. They will operate correctly with the AUX switch.
b) Don't take it to the dealer and omit the programming. Just install the bulbs. Then turn on your headlights, not bright not standing, just normal low beam. Then press the Lower section of the AUX switch, this will illuminate the rear fog light. Then Press the upper section of the AUX switch 3 times in a row (count a steady 1,2,3 not fast and not slow). You will see that the front fog lights now are illuminated.
The green light in the instrument cluster will not work indicating that the fog lights are on. You also will not be able to turn the front fog lights back off with the AUX switch. They will only turn off with the headlight switch. So once they are on, they will remain on, till you turn the headlights off.

Basically by pressing the upper section of the switch 3 times in a row, a pulse signal is sent to the computer with this switch, waking that port up and faking it to stay on. Its crude, cheap and it works, when you actually need it. I use the fog lights rarely, and don't mind them being on.
Try it. It works on mine.

__________________
Regards

Mino Erhan Dallas, TX
'97 SL500 40th A.E.
'97 S320
'01 ML320
'85 Peugeot 505 SW
'07 BMW R1200RT
'74 Suzuki GT750