1) Check for voltage at the stock wires coming from the car (with ignition in "run" and fog switch on).
Yes) Check the connection to the fog lights, check resistance of wires going into fog lights. If the connections are tight and the circuit is good, then I dunno what's wrong. Check the connections again. If there's infinite resistance, the bulbs might be burned out or a wire is damaged going into the fogs.
No Voltage) Go to 2.
2) Check fuse.
Fuse Burned) If fuse is burned, replace it and try again. If the fuse continues to blow, then there may be a short, or it's possible the fog light bulbs are too much load for the circuit, and you should consider hooking them up via a relay that's meant for the kinds of load the bulbs create.
Fuse Intact) Your fog switch or the wiring going to the fog light connections is messed up somewhere. If the "Fog" indicator illuminates on your fog switch, then the switch is most likely okay. Wiring damage is difficult to isolate, so you should probably take it to the shop if you want to find the problem.