Ya, the dealer that did my DRL did a complicated relay system that I had to disable as the HLights came on with the key turn, then off during cranking, then back on after it starts. It killed my HID bulbs in no time with the on/off/on at every start. So now I just wire my fog lights as DRL (this is fine since GMC trucks and some vans use low output lights next to the main headlights as DRL.) All you have to do is add a relay with fused constant power and the green/red ignition wire to trigger the relay.
If you tie into the headlights, you have to splice in so the steering column switch can still go Hi-Lo.
Also I found that with the headlights wired to come on with the ignition wire, it was a nuisance at the drive-in movies. I had to pull the HL fuse or blind everyone with HIDs.