1) While in-game type: /console SET ffx "0".
2) Restart the game to save it.
Out of game way:
1) Completely Exit WoW or while already out of game.
2) Find your World of Warcraft folder (Default- C:\Program Files\World of Warcraft, Vista- C:\Users\Public\World of Warcraft).
3) Go to the WTF folder inside.
4) Open your Config.wtf file with Notepad (or the equivalent for Mac).
5) Add the following to the end of the file: SET ffx "0"
6) Save and close.
7) Re-start WoW and make sure it worked.
Note: Not only does this get rid of the fog, but it will also disable Full Screen Glow from working, regardless of the status of the checkbox in-game.
You can give that a try. Quick little thing I found with a google search.