here is a link to show u where the relay is,its on the left side of the steering column.http://jeepkj.com/forumpics/members/myj ... hbeams.pdf
i would check the relay,check if there is any power coming out of the wiring behing the fog lights,check for the switch to function properly,and maybe a bad ground,but the last one would surprise me if the fuse is ok.
Good luck.
if you dont know how to pull the fog assembly out,well you remove the grill,you pry a bit with a flat screwdriver on the pin and the hard black plastic trim,tricky,but the only way,i found it last spring to change a bulb,was affraid to break something,but it came out,just use your brain and be carefull
