You have to do a little rewiring (if you already have the oem switch and lights, about $25 worth of parts and a couple hours) to get your foglights to work this way. I used n0v8or's wiring diagram and detailed instructions. If he doesn't respond, I can send them to you. The foglights will go off with the ignition, so if you're a Canadian operator, you can leave the foglight switch on all the time and use foglights as DRL's; you'll be in compliance with the law.

By the way, DRL's are a proven safety feature, preventing daytime accidents by a significant amount. The trick is to burn up cheap H1 or H3 lamps, not $20 Vision Plus lamps (not to mention tail lights, instrument panel bulbs, etc.).
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(98 S70 T5SE misc mods, mostly lighting) (92 940GLE)