I would highly recommend using a relay! Improper wiring can have catastrophic results.
Click here for an example. Have you checked out this sticky?:
Click here for - How to: Auxilary/offroad lites
I know you have a 98 Sport & I have an 02 XLT. So a lot of this will be different on your Ex. One thing that never changes is safe wiring practices! Mine didn't have fog lights from the factory, so I added my own. Here's how I did it:
I have my lights wired so that they can only come on with the parking lights and I have a switch also so I can shut them off when the parking lights are on. I picked up the relay and the switch at Radio Shack.
Click here for the relay. Click here for the switch.
This is the diagram I used for wiring my lights. The relay is triggered by the parking lights, this turns on my aux lights, and the switch allows me to turn on/off the aux lights. I can only turn on the aux lights if my parking lights are on:
I found a great path for running wires through the firewall on my '02 XLT:
This is the view from the engine compartment. The access is behind the brake booster. Look behind the brake booster and down and you will see it.
This is the view from inside the Ex. Follow the brake pedal up to the firewall and look to the left. The red arrow points to the piece that you peel back and the black arrow points to the grommet:
I tapped the parking lights at the driver's side parking light itself for the relay, not a big deal since you have to route wires in that area anyway. The picture is from my how to for installing signal mirrors, the link is in my signature. There is some good info there for routing the wires.
Peel back and remove a portion of the plastic wrap - The red arrow indicates the quick splice connector connected to the Green w/White Stripe wire for the signal mirror - The white arrow indicates the quick splice connector connected to the Brown wire for my fog light relay.
Here is the pic of the grounding points. The red arrow indicates the grounding point for the lights, the white arrow indicates the grounding point for the relay & the switch, the yellow arrow indicates where I mounted the relay, the blue arrow points to the wire run from terminal 30 on the relay to the positive terminal on the battery (including in-line fuse):
My relay wiring is as follows:
Term #30 - wire run through in-line fuse to positive terminal on battery
Term #85 - wire run to ground point indicated by white arrow
Term #87 - wire run and connected to positive wires on fog lights
Term #86 - wire run to switch located inside vehicle
The switch shown in the link has 3 terminals (ground is required to illuminate the LED indicator light):
Line - wire run to parking light circuit at driver's parking light
Load - wire from term #86 on relay
Ground - wire run to point indicated by white arrow
If you use a switch without an indicator light then the ground wire is not required.
When wired as above, the aux lights can only come on when the parking lights & the switch are on. When the parking lights are on you can shut off the aux lights with the switch.
Here's where I installed the switch:
I plan on wiring the fogs so they will automatically shut off when I turn on the high beams:
Above diagram courtesy of ncranchero.
Hope this helps out!! :biggthump