Hi,
The quote of the D3DSDK might be confusing (don't know where exactly you found it :) but here's another one :
Quote:
In short, pixel fog - also called table fog - is implemented in the device driver and vertex fog is implemented in the Direct3D lighting engine. An application can implement fog with a vertex shader, and pixel fog simultaneously if desired.
Vertex fog is implemented in the D3D lighting engine. This means if you're using a vertex shader, then you don't use the lighting engine anymore, and you need to compute the fog parameter in your vertex shader.
Pixel shader is implemented in the driver. Don't know exactly what this means but I know that pixel fog is applied automatically after everything. It's simply a function of the pixel depth, the pixel color and the fog parameters. It is applied after the pixel shader. This means that you don't have to do anything, it will allways be applied, even if you use shaders.
I hope my explanations weren't too confusing :)