I just bought a daytime running light kit for like $15 and hooked it up to my fog lights. Now my foglights turn on whenever I start my car (but the only way to turn them off is to unplug the relay mounted under the hood).
I also like this setup so that I can have my brights on with my fog lights as well, in case I need it really bright
I got the kit at a local auto part store, but if you know your stuff, you can probably do it youself without the kit. All you need is a relay and some wire