Here are a couple of diagrams based on the method to do it.
Single Fillament Diagram
Fairly self explanitory ... lights will come on with headlights, and when you hit the blinker the appropriate one will blink, while the other stays solid.
Dual Fillament Diagram
Also pretty easy, there were three wires coming off my dual socket,
ground low beam high beam
low blinks, and the high comes on when the headlights are turned on. You can reverse the wires so low come on with lights and high comes on when you hit the blinker, but then they wouldnt really double as fogs now would they.