LoL! I'm hurt! I drive a ZX not a Saxo, I don't own a Burberry cap and last time I checked I didn't have a Max power sticker in the back window!
Plus i've already got a set i'm just stripping them off the Furio i'm breaking for a lad with a.... [;)]Just kidding!
The fuse for the foglights is evidently in a box in the engine compartment, so I would hazard a guess that the relay is there as well. (according to Haynes).
//NiSk