I've noticed that particles are still visible throw the fog.. Played with "particle_mode", but I couldn't still fix this problem:

I have some workarounds in my head, but I wanted to know, is there a way to prevent particles be visible throw the fog??

particles are rendered seperatly...
The only method that I know right now is using the red / green / blue values and 'fade' them to the fog color at high distances.
but this won't work for particles with the BRIGHT flag.
EDIT: and will only work if the particles are colored with their red / green / blue -values

or you could use sprites.
not that fast but it'll work

I know that particles are rendered separately (and I know that I could use sprite as well).. thank you anyway.

Very nice idea, but as they colorize the bitmap the particle won't get completely green or something, but "greenish" (if your fog is green). I would try to change the alpha value: calculate the fog-factor and multipliy it with your non-fogged alpha value.