Hey Sudhir -
Unless the fog/smoke is SO dense/thick, that you cannot see your HAND in front of your face- see pix below for answer - in fact, see most of these clips http://www.youtube.com/profile_videos?user=dslasers -especially the SNOW one...
Naturally-occuring fog/smoke/haze is a great BLESSING cause then you don't have to fight wind/etc to try and keep those particulates in the air to SEE your beam - really, you NEED dust/smoke, etc to even SEE a laser beam - in a total vacuum, a visible-laser beam would be invisible... so the rule for laser-shows, is 'the more, the illumin-errier' (sorry, bad joke! Naturally-occuring haze/smoke is defintely your friend, my friend!
The reason why we like to shoot rear-projection thru a scrim, is so the audience can SEE the graphix very clearly, but they also get that great 'pass-thru' effect (proper term is "Atmospherics") of those rays/waves/beams going out over their heads...the lower you can get (BUT still SAFELY above their eyes, if your laser is outside of established power-limits and techniques for safe audience scanning - ie: a 20W Argon laser, etc) the more they'll feel 'immersed' in it - there are few more enthralling fx like a slowly-crawling color-cycling sinewave just above your head, that is so visible, it feels like you can get up and climb on top of it and roll away! - sounds like your climate there will have you making killer laser shows in no time!
PS - wondering if you got my last email with all those pix and answers to your questions.. lemme know... peace..
- J