for a hitch many after market bumpers come with receivers or you might need to buy just a receiver on its own. Check mine out.
you can shift on the fly. Many people say they shift with under 50 mph from 2 to 4 hi and you can shift to 4lo under 20 mph however i'd rather just be safe.. i shift from 2 to 4 hi under 20 and then for 4 lo i stop and then shift since i don't like the sound of grinding gears. I allways shift when my tranny is in neutral.
for the fog lights is your fog light switch right under the stereo next to the ashtray? On my pic my fog light switch is right above the manual shifter.