Help installing running/fog lights

[98 ShadowT]

I am installing running lights to my Highway Bar. I have been told to connect them to the headlight relay and they will run thru the switch. Also to install a relay from the battery with a seperate on/off switch after the relay. So how do I really connect them. Do I wire them into the headlight before or after the relay. I want to do this right the first time. What would be the right way. Can I run direct from the battery and run then seperate as running lights, or is it just safer to run them direct off the headlight.
HELP.............Please

[Machinehead]

If you have any questions after reading T H I S (http://www.rattlebars.com/mtz/foglites.html)....ask away.