My foglight switch bulb was burnt out when I got my car.
http://www.realoem.com/bmw/showparts...98&hg=61&fg=35 It should be part #7. (BMW# 61138364617) I think it's a special bulb & socket combo.
You need to unscrew the knob, then carefully pry off the cover. I
think that exposes a screw which holds the actual switch into place. You should have access to the bulb at that point. You might have to unplug the electrical connection from the switch too.