WARNING: This page is about a different car, the 2002 Oldsmobile Bravada, 2002 GMC Envoy XL, 2002 GMC Envoy, and 2002 Chevrolet TrailBlazer. However, it is still accessible from the selected car via links, so may be relevant.
Install the bulb to the socket.
Fig 1: Fog Lamp Housing And Socket
Courtesy of GENERAL MOTORS CORP.
Index the tabs on the bulb socket to the slots in the fog lamp housing.