In the United States, it is illegal to have more than four lights lit at the same time on the front of your vehicle. The lamps are counted individually, for example, left headlight, right headlight, and so on. The US Department of Transportation (DOT) mandates this regulation, however the law does not exist in Europe and elsewhere. This is the reason why when you switch your high beam headlights on, the fog lamps switch off. If you want to modify this however, you can do it yourself which is most likely the easiest method. Search the internet for forums that offer detailed instructions specific to your car to properly perform the modification.