I believe there must have been a design change at some point in '02 or later. I had an '02 F150 that did the same thing. On a different forum there was a write up on how to pull the switch, take it apart, file off a little nub that stopped you from pulling it out when in fog mode. It was actually pretty easy to do. My '04 Limited allows me to pull it out for fogs in auto from the factory. I'm thinking replacing the switch with a newer one is the quick and easy fix, however taking out the switch and filing the nub down was pretty easy to do too and free...