We'll start with this (instead of being rude):
Following those guidlines will help us to help you better. It'll also help if you put your 1996 SSE in your signature by editing your profile. That way in future posts, we don't have to ask what you have.
You have two relays. One disables fogs when high beams are selected. The other enables fogs when switched on.
Remove the passenger side hushpanel (above your passenger footwell, front seat) and you'll see a relay/fuse center mounted to the base of the A-pillar below the glovebox (just forward of the door hinges in the SIDE of the car). Position A is the fog enable relay that works with the switch. Position C is the fog disable relay (which could be your problem if the relay is stuck/shorted) that normally disables the fogs when high beams are on.