I'm assuming that you pushed the light switch in correctly.
You turn the light switch to cycle the headlights....you pull or push it to cycle the foglights.
BTW.......you can defeat the 30 second timer by turning off the car and lights, then just cycle the key to the "run" position (not start) and remove the keys and get out of the car like normal. That last key cycle makes the car think that it was operating without the lights on so it doesn't trigger the 30 second timer.