Always have a whistle, compass on your life vest and toot every 1-2 minutes or so!! Check bearing to visuals, on dead reckoning frequently if fog is anticipated (dew point near ambient air temp). Know your range, tacking angles and tide changes and sail appropriately to desired course. In fog, tides usually play a bigger role in boat heading, as the wind usually is not blowing.

Rather than write it up myself, here's the correct horn procedure

Signals for Operations in Reduced Visibility (Inland & International Rules 35)

One Prolonged Blast: Vessel is making way under power in reduced visibility (i.e. fog). This signal is sounded at intervals of not more that 2 minutes.

Two Prolonged Blasts: A vessel stopped and not making way but sill under way in reduced visibility. This signal is sounded at intervals of not more that 2 minutes.

One Prolonged Blast followed by Two Short Blasts Sailing vessel, commercial fishing vessel, vessel not under command or one restricted by draft which is operation in restricted visibility. This signal would be used by a sailboat sailing in fog. This signal is sounded at intervals of not more that 2 minutes.

One Prolonged Blast followed by three short Blasts: A vessel being towed in reduced visibility.

Most of my fog experiences have just been quiet and spooky. However, my worst experience with fog inside the shipping lanes of Lake Ontario, adrift in fog, and hearing the screws of an iron freighter bearing down. Not knowing its direction or heading, we got an getting audible (horn) of imminent collision, (sustained blast from the big ship, with general quarters bells) about 1 minute before a near collision. We had about 17 sea scouts on the decks, a radar reflector up (we had no radar) and had to scramble to get the iron horse running to get out of the big boats way. Close enough for my tastes. Moral of the story, don't count on ship's pilots to be watching their radar carefully in the lanes, even in fog, and while you may have right of way they cannot change course. So, those lanes are their turf, so watch out!...