the last digital photography magazine i got actually had an whole article about just this exact problem. i'll try to tell you the most important things it mentions..
first of all you must now your camera and normally the fog tricks your light metering. and to get that nice white fog instead of it being white. you have to use the exposure compensation.. and over expose by +1 depending on the camera.
another thing is that your auto focus can have a hard time focusing, so the best focus comes from you manually focusing on your subject, another thing this great article mentions is the use of an graduated ND filter, which depends of the kind of photo you want to take, because the fog wash out the sky, and therefor the graduated ND filter can helt you get some of the details back in the sky and that way making a more interesting sky in your photo. these was the most important things about the article
it also mentions how fog is made and what weather conditions is making the fog. so you can look by the weather forecast to see if there is a chance of fog, if you want me to write those things too just tell me
hope you can use this help