OK- so I've done some searching and reading.
Apparently, even though my centre console has a "fog light" switch on it, my U.S. market car does not have fog lights. At least not on the front (even though the euro cars have them). I found a reference to a rear fog light, but I really don't know what you would use this for!
The light/reflector housing in the front bumper appears to have 2 sections to it. One has a clear lens and a reflector behind the bulb -- the other a textured opaque plastic cover. On the euro market cars, the housing with the reflector is used as a fog light. On U.S. cars, it's a turn signal.
Anyone looked behind the bumper to see if there is a seperate wiring harness connector there for the fog light function? I can't see them building a completely different wiring harness just for the U.S. spec cars....