I finished the foglight/factory switch thing today, soldered everything and heat shrunk it all.. They are working good, one thing that is bugging me about it is the fog lights don't automatically turn off if on auto, I'll need to look into that.. Got the wires ran for the reverse lights now need to cut my bumper and install, hopefully I can find time before this weekend..
For what it's worth, my 2002 Explorer would keep the fog lights on all the time with the fog switch pulled out. If the headlights were in auto mode, but still off, the fog lights would stay on no matter what. That said, I didn't have the issue you have where they stayed on without the truck running.