Just in case anybody wants to do this without cutting wires, I'd suggest making a Y-cable to go between the feed and the fog lamp / LEDs.
To do both sides, I believe you'll need 4 Male connectors (Delphi 12059450) and 4 Female connectors (Delphi 12124819). They're fairly inexpensive. I think it's something like $10 before shipping.
I can't remember which direction it goes, but if I remember correctly, one of the female connectors gets connected to your LED's. The other female is one end of the Y with the two male connectors on the other end.
If you do it this way, your mod is totally reversible with no permanent damage to the wiring harness of the car. Worked for me anyway.
If anyone is interested in hooking the LEDs up to the daytime driving lights, it's a bit more complicated because the orange bulbs have 3 wires going to them. You can do the same Y-connector trick, but you'll want to connect only to the brown and black wires for the daytime running lights. I think the other wire is Blue/White, but I could be wrong. In any case, you want to ignore that wire since it powers those same bulbs as blinkers which you don't want to use for your LEDs.
The problem with this is that the connectors used for those lights are not Delphi components, but rather USCar connectors which are not as easily found. I can't remember the number for the male connector side, but the Female side is the 3-way Female OSRAM Sylvania USCAR (side latch) 7900-1493-000.
Oh yeah, it's worth noting that the above notes are for an '04 or newer. Not sure if the connectors are the same for years before that. I'll post some pics of mine as well as the Y connector I made at some point here...
