I decided to do the same thing as I was always leaving mine on as well. It's easy... check my pic on this thread.
http://www.explorerforum.com/forums/showthread.php?t=125829
First off, disconnect your battery to be safe. Right now, you should have three wires coming from your switch. For my Pilots, they are red, black and white. The black is the ground, and the red and white wires come from the relay. The white is the load and clips into the center blade of your switch. The red is the supply wire and should connect to the blade in the bottom position for vertically mounted switch. The wire you want is the red one.
Cut the red wire somewhere under the hood. Just to be sure, I'd cap it off with a butt connector and zip tie the excess in a coil. Once everything is working properly, you can remove the wire from the relay if you wish. Back in the cab, pull the remainder of the red wire through the firewall and gain access to the headlight switch. I know the lower dash panels are a pretty easy pull for the '00 Sport. Then once you have access to the switch wiring, find the wire that powers your low beams or parking lights. Attach the supply wire from the fog light switch using a tap in connector to that wire. I don't know what color it is for your year, but its a black and white wire for the '00.
I went the extra step and wired a small diode between the headlight switch and the fog light switch to prevent any back voltage from the fogs from frying the headlight switch. This of course would be done before you tap into the wire coming off your headlight switch. I used a 2.5A, 1000V Diode from Radio Shack (part # 276-1114) and crimped each end with a butt connector in the middle of the red (supply) wire. Just make sure you have oriented in the right direction since its purpose is to allow voltage to flow in only one direction. There's a mark on the diode and a picture on the package to show you which way to have it. I covered that with a piece of heat shrink to give the diode a little extra protection.
Assuming you know which wire you're looking for, and the dash gives you no trouble, this is a very quick and easy job.