Could it be a bad relay???
Ok, here is an update. I did checked the manual and the front fog light fuses are under the hood, the rear box holds the fuse for the optional rear fog lights. Under the hood, the fog light fuse is a yellow 20 amp. I switched the horn with the fog light fuse (both yellow 20 amp). Still no fog lights, but horn still works. I don't think it is a fuse anymore. Perhaps it is a bad relay. I only say this because I tried everything else, but mostly becuase when I have the hood open and I click the fog light button, I hear a clicking noise. Click on, Click off. I sounds like it is coming from the fuse box where some relays are as well.
Any electrical gurus have some insight. I was tring to prevent a trip to the dealer, but if it is a relay, I need to get a new one under warrenty. I'm not paying for one... Unless they are cheap? If anyone can let me know which relay I would need to replace and how much it would be, perhaps is would be cheaper than wasting time at the dealer. If anyone has the service manual, could you shed some light.
Thanks again to all who have replied!