Ok I have turned on MobileFog in
UDKEngine<--Might not be exact name ,but you get the point
I don't know where else I need to turn it on at. Needless to say I have it turned on in world properties(which is yellow) and have a HeightFog(which is purple) in my level, and it still doesn't show up in my MobilePreviewer. I used the diffeenret colors so I could see any successes in my efforts. Really my end goal is to have a fog that works similarly to the way the Slilent Hill fog works with it following the player and allows the player to only see a set distance at a time. So really a donut shaped fog could also work but I haven't found one yet. Any one who has successfully gotten MobileFog to work please tell me the secrets that you know.