fog lights not working in one position

I just got a ZX3 and the fog lights only work when I have the headlights on and they DO NOT work when the switch is in the parking/running light position although the indicator on the dash says they are on. Is this a bad switch or should I look somewhere else first??

I have an 01 ZX3 and the fog lights only turn on when the headlights are on in the low beam position. What year Focus do you have? Hopefully by now you've already figured this out but I figured I'd respond just in case you still check in once in a while!