
Above
we see a simple scene with a single spotlight.
No fog added yet.

The
thing to notice is how once fog has been
added to the light, a new conical object
appears in the scene (the blue cone above).
This is a new shape node which is a child
of the spotlight's transform node. Also,
if you look in the Multilister, a new shading
group has appeared, called 'LightFogSE'
which has a volume material associated with
it. This Shading Group is assigned to the
above blue conical shape.
When
rendered, we can see that we do have fog...
but the fog only appears in the region of
the blue cone; with soft edges (based on the
Fog Spread attribute of the spotlight), and
a hard edged cap. The spotlight in the above
render has its Decay set to '0' which explains
the hard edge at the end of the cone. The
only was to soften the end is to modify the
decay of the spotlight, which may not suit
your scene. But what we want to do here is
to have the fog extend further into the scene.

What
I have now done to fix the placement of the
fog is modify the spotlight's scale... By
increasing the scale of the spotlight, I am
also scaling the blue conical shape thus increasing
the area encompased by the fog. Also, I scaled
it specifically so that the end of the cone
in completely below the groundplane... so
that the hard edge is no longer visible.
Also
notice that since I have Shadows 'on' for
the spotlight, volumetric shadowing is appearing
within the fog cone.
Finally,
I've mapped the above image of water to the
spotlight's color, which will color both the
emitted light and the volumetric fog. By using
an image sequence of moving water, some nice
effects become possible.