Finally figured these out. I have to say I've learned a lot over the last few days. I was still having trouble with relays though, I didn't understand them even after reading many different articles. But then I came across
this video that really helped me.
I figured I would fill in the gaps with these fog lights just in case some one needs help with these in the future.
There are four wires coming out from the fog light, a white with its corresponding black, and a red with its corresponding black.
The red and the black get wired into the factory fog light harness, this controls the LED halo. I didn't want to splice into my factory harness, so I bought a short
9145 harness here to connect my new fog lights to. This gives me a nice factory connection without damaging my factory harness.
Now the aftermarket harness (see above posts) has a white, black, and blue wire coming out to each fog light. I'll explain the blue wire later on. The white and the black wire from the harness get plugged into the white and black wires from the fog lights, easy enough. Now going to the top of the harness by the relay, the red wire goes to the positive terminal on the battery, and the black wire to the negative terminal (or a corresponding ground).
Now there is a white wire coming out of the harness that runs to the switch with the blue wire. The white wire is used for the switching mechanism and supplies power to the relay. The blue wire (which comes back out the switch and continues) is used to supply power to the switch. You can splice this into your running lights at the end of the harness, or you can utilize the blue wires back down by your fog lights to provide the power. The downside of the latter is you wont be able to operate the halos and projectors independently.
So that's how this harness was designed to work...here's what I did:
I basically followed all the steps above up until it came to the switch. I cut the white wire going to the switch right before it went into the connector to the switch. I then proceeded to splice it into the right headlight power wire. This way my projectors will always come on with my headlights, and my halos operate independently when I pull the fog light switch.
As far as running the wires, I ran them underneath the front bumper, and then pulled the relay and fuse up to the engine bay by the battery (following the factory fog light harness). I had to take the battery out to do this. The relay and fuse sit nicely underneath the battery mount plate without getting squished. I then ran the white wire to the right headlight following the factory harness. Heres some pics from the installation (before I put electrical tape around all my connections). Sorry I didn't take more, but I had to beat the rain: