Hooking up Fog Light to factory switch

OK I want to do this on my 2001 Jimmy. I got the new switch & my truck has the connector allready attached to the harnes. It has a gray wire (power from the head lights), A black wire(Ground), A purple wire (amber light that lights up when the light is on), & and an orange wire(which I assume is power out to the lights). I tried splicing my lights onto the orange wire, but that did not work. My truck allready has the relay (labled foglps) in the fuse block under the hood. Anyone know how I can make this switch work? With the headlights on I put my test light on the orange or the purple wire I get nothing. I tried holding the button down & testing, but again I get nothing. when I turn the headlights on I get power on the gray wire and the white on the front of the switch(dash lights) lights up, but other than that I get nothing. I'm stumped, any help would be greatly appreciated!

http://img246.imageshack.us/img246/3904/connector.th.jpg (http://img246.imageshack.us/img246/3904/connector.jpg)

http://img169.imageshack.us/img169/4002/1005091218.th.jpg (http://img169.imageshack.us/img169/4002/1005091218.jpg)

http://img180.imageshack.us/img180/5724/1005091219.th.jpg (http://img180.imageshack.us/img180/5724/1005091219.jpg)


I am currently using a switch with 3 connectors(ground, lights, & power to the switch). How do I connect it?

Steve