I just got done doing this mod and it took me a little less than two hours. Thanks to all of you who came before me, there is some great info here. I made a few changes that I thought you'd like to hear about. I basically combined your method here with the stalk re-wire method for what I think is the ultimate scenario. Here is a quick step by step:
1) Pull fog light relay and insert flat connectors to the top positions of the socket on the IPDM E/R and wire to the contacts on the new relay.
2) using test light/meter identify a 12v ignition source within the IPDM E/R wiring and solder to it and then connect it to one side of the coil on the new relay.
3) run a wire from the light stalk to the IPDM E/R and connect it to the remaining position on the new relay.
4) using the wire you just ran, perform the light stock re-wire as described in
This Thread.
I know this may seem over-simplified but it is really an easy mod. Feel free to respond or PM if you need any clarification. If you perform this mod in the way I have described you will be able to turn your fog lights on with the factory switch on the light stalk any time you want but only with the ignition turned on which eliminates the concern that you may forget that they are on and run down your battery. -enjoy
For my next trick I am going to rewire my reverse lights to come on with the over head cargo lights using the switch on the dash - for those pesky tailgaters...

I will post pics and diagrams when I get around to doing the mod.