You need to give the world a clouds texture, and set keyframes for the offset in the world buttons. just hit I to set a keyframe with the mouse pointer in the World window and choose offset, go forward a few frames, adjust the offset, set another keyframe, and then go to the IPO window and choose the world IPO from the menu, use A to select, and hit T, and choose ‘linear’. that way your fog will move nice and evenly. That’s if you want to animate it anyway. another way to make fog is to use layers of planes with a clouds tex, and a blend tex too if you want, and just crank down the alpha.