Mine's like Mr. Hatterasguy, pull one click out with parking lights or low beams, fog lamps are on.
Second pull out doesn't seem to do anything, though. On W210 the secone pull out lights the REAR fog light, actually a bright red lamp like a single stop lamp.
My Audi used to light up front and rear at the same time, for increased visiblity from either direction.
Guess you have to play with each car, or read the dreaded Owner's Manual.
Best Regards,
Jim