Fog lights aren't really designed to be run with high beams. Fogs are supposed to drop off after a relatively short distance. If you want better visibility when using your high beams, add a set of spot or driving lamps and tie them into the high beam circuit.
FYI in most states you're allowed to run up to 4 lights so long as they are DOT approved. So you can run your headlights plus fogs, or high beams plus driving lights, but you can't run your high beams plus driving lights plus fogs legally. The laws vary state by state but most of the ones I've seen look very similar to this:
Spot lamps and auxiliary lamps.
(1) Spot lamps. Any motor vehicle may be equipped with not to exceed two spot lamps and every lighted spot lamp shall be so aimed and used that no part of the high intensity portion of the beam will strike the windshield, or any windows, mirror, or occupant of another vehicle in use.
(2) Fog lamps. Any motor vehicle may be equipped with not to exceed two fog lamps mounted on the front at a height of not less than twelve inches nor more than thirty inches above the level surface upon which the vehicle stands and so aimed that when the vehicle is not loaded none of the high intensity portion of the light to the left of the center of the vehicle shall at a distance of twenty-five feet ahead project higher than a level of four inches below the level of the center of the lamp from which it comes. Lighted fog lamps meeting the above requirements may be used with lower head lamp beams as specified in RCW
46.37.220.
(3) Auxiliary passing lamps. Any motor vehicle may be equipped with not to exceed two auxiliary passing lamps mounted on the front at a height not less than twenty-four inches nor more than forty-two inches above the level surface upon which the vehicle stands. The provisions of RCW
46.37.220 shall apply to any combinations of head lamps and auxiliary passing lamps.
(4) Auxiliary driving lamps. Any motor vehicle may be equipped with not to exceed two auxiliary driving lamps mounted on the front at a height not less than sixteen inches nor more than forty-two inches above the level surface upon which the vehicle stands. The provisions of RCW
46.37.220 shall apply to any combination of head lamps and auxiliary driving lamps.