OK, I assume yours is a UK car, so you have the proper rear fog switch in the drivers side vent panel?
If so, this is what I would do:
Firstly, buy one of these: http://www.freakyparts.co.uk/epages/es120337.sf/en_GB/?ObjectPath=/Shops/es120337_es124285571161/Products/Fog_Kit_01/SubProducts/fog_kit_01-0001
Yes its £15 but it save hassle, so I think its worth it.
Now you need to be capable of cutting the correct wires in the cluster looms and joining the wires of the item above to it.
If done correctly this will give you 5 brake lights when the fogs are off, or 3 brake lights and 2 fog lights when the fogs are on.
Remember when doing this, you want to keep the device and most of the wiring inside the car, not behind the cluster. This means you need to pass a couple of wires through to the driver side cluster and one to the passenger side one. When I did mine I just carefully popped them through the same hole as the cluster looms go through and made sure they weren't damaged in the process.
You'll need to unwrap the insulation tape from the cluster looms. We will start with the drivers side cluster only just now, leave the passenger side one until the end!
If you look at the wires you should find a green wire with a white stripe on it. This is the brake light feed. This wire should go to 2 bulbs in the cluster. You need to snip the wire that goes to the inner one (nearest the number plate) of the 2 bulbs. Snip it with enough length attached to the bulb holder so that you can put a connector on it.
If you look at the little device you have purchased you will see it has 3 wires on it. The instructions will tell you which wire is which but looking at the picture, I would say the blue wire is the output. You need to connect this wire to the wire we just cut, connecting to the end that attaches to the bulb holder.
Read the instructions and find out which wire on the device is for the brake feed. Connect this to the other end of the wire we just snipped.
Now we need to sort out the fog connection. If you remove the rear inner boot plastic you should see the connecting plugs where the looms from the car join to the cluster looms. Look in this for a red wire. This is the fog light feed.
You'll need to snip this wire and join it to the last wire on the device.
Before we connect up the passenger side loom, go ahead and test. Brakes should have both brake bulbs come on, fog, only the inner one.
If that's all working we need to sort the passenger side. Again unwrap the cluster loom to expose the wires. Find the green/white wire that connects to the inner bulb. Snip this wire, however this time, the end that connects to the loom just needs to be insulated with a bit of tape and can them be wrapped back up. From the end that connects to the bulb holder, connect up a bit of wire and join this to the blue wire from the device. This will mean the output of the device is sent to both inner bulbs. Wrap the loom back up and install the cluster, tidy up and jobs done.
Hope that helps.
Just for reference, the wiring in the cluster looms should be:
Ground - white/black
Brake - green/white
Reverse - red/white
LH Indicator - green/black
RH Indicator - green/yellow
Fog - red
Tail - Green