Generally, fog machines will trigger optical fire/smoke detectors. These detectors work by looking for interference in a light beam within the detector. Other detectors, such as ionization, infrared (IR), heat, UV and CO detectors, generally will not be triggered by fog machines. However, infrared detectors may be triggered by the heat produced by the fog machine itself.
Glycol fog machines, such as are sold through RadioShack, need to warm up before they will do anything. Generally, there will be a light or other indicator to show when the fog machine is ready to produce fog.