on 2000 coupe models the fog light switch recieves power from the #4 fuse (15a) in the eng compartment relay box. there is a junction block between the fuse and switch(connector) check for dirt and grime. the fog lights recieve power from the #5 fuse (15a) in the same box. of course there is the relay between the #5 fuse and the foglights themselves, as is the headlight dimmer/passing switch (the flash the brights one). check to see if that works, if not you know it's the relay. should be under the hood, 1" black cubes, and don't look under just one box as i have no idea were the relay is (guessing by the head lamp). most all relays are interchangable, just make sure it's the same part number and swap away, it won't hurt anything.
school time: relays are powered switches. you have a low side and a high side. the low powered side is the switch (like a light switch) that activates the high powered side (like a fog light

with an elctro mag switch. hope this helps happy motoring!