There seems to be some minor confusion here. The diagram from the Mini manual is correct, but stick a switch in line with the feed from the main bean circuit (blue-white) so you can turn them off to avoid needlessly annoying others when you don't need them, and to keep the load on your electrical system down. The alternator output is not free, it eats into performance and fuel economy.
If in fact they are fogs, the feed to the switch should come instead from the blue-red circuit (dip), (or maybe blue, main headlights, accessible only between light switch and dip switch) and the switch needs the appropriate illuminated warning symbol. That is a legal requirement, and I suspect that the latest MOT will check it, as warning lights have recently been included.
Don't connect them directly into the bullet connectors behind the front panel. Neither the wiring nor the light switch and dip switch can stand the extra load. The best way to pick up a live feed for the circuit (not control of the relay) is from the terminal on the starter solenoid where all the main live feeds join the main battery cable, via a new inline fuse. That way, you are not overloading any existing wiring.
Edited by tiger99, 12 May 2012 - 01:35 PM.