If the other light works, you can eliminate the switch as the problem. Unplug the harness from the non-functioning light, and inspect it for debris, and use some good electrical grease on the contacts. Use a wire brush to clean them if necessary, and ditto with the fog light bulb itself, use di-electric grease on them. Make sure there's no crap in the way. If there is, double check to make sure the bulb isn't burned out (probably a slim chance since it's new,) and make sure there's no short or breaks in the wiring harness.