Sounds like there may be a short in the wiring. You should be okay with just the fuse pulled for that circuit, but I would keep a close eye on it until you trace the wiring and have the switch checked out. A good auto electric shop should be able to trace it for you.

A little more info about your car may help. Is it a base/special edition model that someone has added the fog lights? Wiring problems have been rare but electrical units do fail (especially the heated seats). Keep us posted on what you find.