What type of fog light do you have? There are a number of sealants that could have been used originally, but the best and easiest to work with is a form of butyl sealant. Here's a good source: Morimoto RetroRubber Butyl Glue Sealant Headlight permaseal
It's more than you'll need, for sure, but it'll keep for a long time. If you need any help figuring out how to do it, let me know--I do a lot of work with headlights.