Another couple things to look for:
The fog lamp switch is wired w/the headlight circuit - if the headlight switch is in AUTO and the fog lamp switch is on, the fog lamps should only come on w/the headlights. Are your headlights also going on/off? If so, it could be part of the light sensor circuit - check the little round dohickey on the dash to make sure nothing is covering it. If it's clear, and the headlights keep going on/off, there might be a problem in that circuit.
Turn the headlight switch to ON. If thefog lamps still go on/off, then it would likely be in the wiring for the lamps themselves, not the light sensor.
Also, check the little light on the fog lamp switch - is it going on/off? If it's staying on when the lights go off, it's likely a wiring problem after the switch. If it too is going on/off, there is a problem in the circuit before the switch. Look up evldave in webshots, I think I have a wiring diagram of the lighting circuit, that might help you figure out where the short/problem might be (can't remember now which diagram I have and work won't let me view webshots

).
Good luck!