Im not sure here.
Your running lights are daytime running lights. They will go off when your headlights are turned on. Your fog lights will work if your daytime lights are on or headlights. This is what i know. My 2003 fog lights will go out if i turn on the high beams. Just realized this awhile ago. This is normal Ken i believe. Unless im not really understanding your problem. I had a 1999 once im sure it works the same as 2003?