im put in set of stock wrx fog lights into the sti, i put the switch in connected the lights but they still dont come on....someone told me i have to put in a relay or connect it. where in the hell is it?

Remove the fuse panel cover inside, ya know the one one the drivers side lower dash/ You'll see the fuse panel, to the right of that there a buch a relays, the fog light relay is the second one down from the top.