Parts needed
Fuse holder with at least 3" of wire on either side (Radio shack has a blade in-line fuse holder for $1.60, see below)
Any blade fuse, any amp & can be a blown fuse (will be used to hold a wire)
Procedure
The 2G fuse box (the one under the hood) holds the headlight and taillight relays and the foglight fuse. When the headlight relay fires, 12v is provided to the foglight fuse which goes to the foglight relay (controlled by fog switch). What we want to do is disconnect that circuit and have the taillight relay power this fuse, allowing the fog switch to work normally when the parking lights are on and not just when the headlights are on. The fuse and the relay from a 97 are circled in pink in the picture. 95/96 cars may be different.
Open your fuse box, use guide printed on top to find the taillight relay and the foglight fuse. Remove the foglight fuse and put it in your in-line fuse holder (or if its not a blade fuse holder, get a 15 amp fuse for it). You can use a male blade connector or cut a blade fuse in half. Use one of these and connect it to one end of the fuse holder. This end of the fuse holder goes in the empty fuse box slot ON THE SIDE TOWARDS THE FRONT BUMPER.
Pull the taillight relay. It looks like the diagram at left
Taillight Relay 95/96
Taillight Relay 97
Note that the 97 relay has only four pins where the 95/96 has five. In either case, use the pin labelled number 4.
Stick the other end of the in-line fuse holder wire into pin #4's socket and plug the relay back in on the wire. Make SURE the holder's wire is only touching pin #4.
Power from the headlight relay stops at the fog fuse (now with only half a fuse in it), power from the parking light relay reaches the fogs (still fused by 15 amp fuse in the holder) through the fuse holder.