Wire a relay
You can do that it would be fine just make sure to fuse the power line and protect your investment and wires. Also you can use a relay and tie into the headlight switch and use that as a trigger. Then its just a matter of hooking up the headlights to the normally closed position of the relay.
In my picture section you will find a couple of wiring schematics for installing a relay in the fog light system. It's simple and protects your battery and alternator better than just an inline fuse. Just click on my picture section and its right there. Good luck






