Hey, as far as getting light fog to pass through transparency objects there is a nice bit of a tutorial at the gnomon workshop found here .

Basically what you need to do is create an object that has the hole you want the fog to go through. Leave the default material on it and open up the objects render settings. Turn the visibility off so that it does not render but it will still affect the light. This will allow you to make it look like the fog is going through the items.

Hope that helps!