someone probably wired up the pins at the headlight wrong or maybe the leads are touching insdie the headlight connector.

If you want the fog lights on while you have your low and high beams on, then you should wire them up to your taillights in the fusebox pannel. I did that on my w123, but make sure you dont overload the taillight circuit.

__________________
Current Stable:
1994 S500 v140, 210k miles, white with grey.

Former Mercedes in the Stable:
1983 300CD Turbo diesel 515k mi sold (rumor has it, that it has 750k miles on it now)
1984 300CD Turbo Diesel 150 k mi sold
1982 300D Turbo Diesel 225 sold
1987 300D Turbo Diesel 255k mi sold
1988 300 CE AMG Hammer 15k mi sold
1986 "300E" Amg Hammer 88k mi sold (it was really a 200, not even an E (124.020)
1992 500E 156k mi sold
etc.