I just did that conversion, to do it you will have to drill a hole in the back of the fog light, because the back of the bulb has such a large connector. I drilled a hole and stuck on a grommet to try and keep it as sealed a possible. Currently one of my bulbs is burnt out, but i can post a pics next week after i get some re-placement parts, let me know if you want them.
I would love to do a retro fit on my headlights but cant afford it so i went this route.