I added fog lights to my 05 this week. Rather than buy an aftermarket harness for $150 (by the time it would have got to Mb) I made my own for about $40 and a few hours work.
The pics below should the routing and mounting of the relays. I used the Ford fog light wiring instructions (which had some errors and was not clear on the wiring to the relays) as a guide for installation. The light switch plug already had the 2 wires required which it should not have according to the Ford instructions.
I will be adding a parts list and general dimensions for the harness later.
attached is a corrected fog light wiring schematic from the Ford installation instructions. Ford originally had the 2nd relay not grounded on pin 86, but to 12v instead. It also was not specific on the which pins the wires attached to on the relays. I remove unused pins from the relays in the schematic, Pin 87A from fog light relay and pin 87 from the F L cut out relay.
With this set up the fogs work correctly, only on when the low beams are activated.