Tonight I sat down and figured exactly what the 4 wires that go to the black relay did. I am positive I have it right this time, so here you guys go (I even tested them for a while and had no problems).
Tools:
Small Flathead Screwdriver
Electrical Tape
Solder iron and solder (or some sort of crimp on connector)
Terminal ring
Wire (lenth will vary, but atleast 4")
1. Remove the foglight switch holder as you did when installing the holder the first time. To do this wrap a flat head screwdriver in a towel and gently pry the housing out. There are 4 clips holding it in. You will be able to see them when it starts coming out.
2. Find the 4 pin black relay, and disconnect the plug. Now remove the little white housing from the brown connector, this will expose the wires.
3. Remove the black electrical tap and as much wire loom as you wish, you want enough room to be able to work with the wires. Now cut the blue wires with the red strips (give yourself more wire than I did).
4. Now you want to connect the headlight ground wires together (they are in the red box below). Then grab some spare wire (long enough to ground to a bolt somewhere), put a terminal ring on the end of it, and connect it to the new relay ground wire (yellow box in picture below).
5. Put the white cover back on the brown connector (or electrical tape the connector up if you can't get it back on) and plug the connector into the relay. Bolt both relays as well as the new grounding wire you made up. Clean up anything else and make sure the fogs work (parking lights need to be on). If so put the switch holder back and have a beer.