This mod will only shut the fog lights off when the high beams are on.
If you want them off with the headlights, you'll need to pull the relay panel, cut the white wire that goes to pin 85 of the relay, then make a jumper wire from pin 85 to fuse A9 or A10 (low beam left or right).
Note: this method
will not work with Litronics as there is no bulb for the relay to get a ground through (ballast instead).
If you want to modify the car with Litronics to work this way, it will be a bit more work, but if you want to go that far, I can certainly write some instructions with diagrams for you.
If you thought they were shutting off with the headlights on before, you were mistaken. Looking at the wiring diagram, there is no way that was happening.