I removed the fogs on my 02 by just un-clipping the connector right behind the turn signal. I don't think I ever pulled a fuse, I just disconnected the wires. If the low beams don't work, than it's likely a bad switch or relay, as mentioned above. I would think it's almost more likely the switch that is causing it, as those multi-function switches are notorious for other issues, especially the fog light circuit; mine just keeps the fog light circuit active all the time, regardless of the switch. Is your fog light indicator light on the dash illuminated?