The fog lights should only come on when the headlights are on; that feeds the fog light switch which in turn swtches a relay, sending battery live power to the fog lights.  So, it sounds as if the relay is stuck on - can happen, usually the contacts weld together.  Try removing the relay (check the handbook for location) and substituting another identical looking one from the relay box as a test.  If the lights then work properly, the relay's your problem.

Good Luck

Tim