Here are my notes on how to add OEM fogs to a Canadian S4.

Parts you need to buy:
fog light housings x2
fog light housing mounting screws and screw retainer clips (6 of each)
fog light switch - 8B0941535
fog light switch connector - 4B0971636
US fog light control module - 8D0907701B
Some additional pins for the fog light control module connector, and possibly other connectors

fog light switch pins:
pin 1 - illumination 12v
pin 2 - fog indicator 12v
pin 3 - illumination/indicator ground
pin 4 - 12 power input
pin 5 - 12 power output when switch up
pin 6 - 12 power output when switch down

US fog light control module pins:
Pin 1 - +12V pulse toggles front fogs
Pin 2 - +12V line to rear fog
Pin 3 - +12V pulse toggles rear fog
Pin 4 - no connection
Pin 5 - +12V line to front fogs
Pin 6 - Appears to be ground
Pin 7 - Appears to be ground
Pin 8 - +12V switched with the ignition through 15A fuse 236 to terminal 75
Pin 9 - +12V switched with the ignition through 5A fuse 5 to ignition switch
Pin 10 - Panel indicator light for front fogs
Pin 11 - Panel indicator light for rear fog
Pin 12 - Holding at +12V PREVENTS the front fogs from turning on (used to cut out front fogs when high beams are on)
Pin 13 - no connection
Pin 14 - +12V switched with the ignition
Pin 15 - Holding at +12V ALLOWS the rear fog to turn on (used to cut out rear fog when high beams are on)
Pin 17 - Holding at +12V ALLOWS front / rear fogs to turn on (used to prevent fogs from turning out without the low beams)
Pin 18 - no connection

Wiring to change in fog control module:
pin 1 - add pin and wire to fog switch
pin 10 - add pin and wire to fog switch
pin 5 - add pin and wire to left fog in 10-point red connector in left a-pillar pin 5 with white green wire
and wire to right fog in 6-point red connector in right a-pillar pin 3 with white green wire


Wiring to change in fog light switch:
pin 1 - splice to pin 1 of rear fog light switch
pin 2 - connect to pin 10 of fog control module
pin 3 - splice to pin 3 of rear fog light switch
pin 4 - splice to pin 4 rear fog light switch which connects to S236 15A output
pin 5 - don't connect
pin 6 - connect to pin 1 fog control module

Threads for reference:
http://forums.audiworld.com/showthread.php?p=14380535
http://www.audiworld.com/tech/ext11.shtml
http://ctny.audiworld.com/mark/a4/fogs/