Is this fog the one that comes with Feralheart or a downloaded one? You may have to include the fog's .particle, .material and image files in a separate download for your friends.
Another issue could be where you saved the fog. Make sure it's in a custom made object group. You shouldn't save objects in the default groups such as MyTrees, Default, MyRocks but make a new group such as Downloaded Stuff. So you may need to delete the fog object and re-add it through Object Maker.
The last thing I can think of is when you export it, does it have the same object group name as any others in your Exports folder. For example you have two .fho files with the same names, MyTrees (2)?
That could stir an issue so I would suggest clearing out your Exports folder before exporting a map.
