Thanks, the both of you, for your suggestions!
I've checked and confirmed that my fog lights are correctly attached with the tab inserted into the slot, and they are firmly bolted on with the two bolts on the side.
@wcr3d - the link you've provided shows how to adjust the aim using a special adjusting screw that I didn't know existed - that's exactly what I needed! Thanks for providing the link to that website, it looks like a great resource.
