FR Fog is the factory fog light fuse. Look at the inside cover of the fuse box and there's a diagram. It should be a blue fuse with 15 on it. If you are converting from halogen to HID than the HID may require a different fuse (type/amp/or both).
I recently replaced my fog lights with PIAA 510 and used the factory wiring. The PIAA required a 20 amp regular fuse, so I just tried replacing the factory 15 amp mini with a 20 amp mini, and the fuse would blow every time I turned the fog lights on. I ended up using the PIAA wiring kit that came with the lights. The kit also came with its own 20 amp regular fuse.
I'm no electrician, so I can''t tell you whats best. I can only tell you what I have experienced.
Sorry I cant be more help.