also, before i forget, you will need a dmx terminator at the end of the dmx chain so whatever the last dmx device is ( fog machine or relay pack ) you plug the terminator into it's dmx out port to end the signal chain, this tells the dmx signal that it is the end and helps reduce errors in the signal. here is an inexpensive one from a trusted site
Hosa Technology | DMX 3 Pin Terminator | DMT-414 | B&H Photo