Grab one of those stock photo indexes you've got and look for samples of foggy scenes. This is to give you some visual reinforcement so that as you create the effect, you can have something to compare it to for realism. Next look around on your photo CDs or the clip art collections that came with any of the programs you've gotten in the past two years. Look for interesting cloud formations. I would look for shots with flat, layered clouds.
Fog seems to want to lay flat in the lower areas of a scene.
Now add a layer to your scene. Some areas you may want to remove at this point. So, use an eraser with the largest air brush setting, and some edge feathering. Start with things in the foreground. You may be able to fake the whole thing by using the Clouds filter.