How do you turn on the fog lights on a 03 grand caravan?

On my 2001 the way you turn the fog lights on is to pull out the switch you use to turn on your headlights. It looks like the switch will only rotate but give it a gentle tug and it should come out and the lights will go on. Also, when you drive with them on when you switch to high beams they will go out until you return to low beams.