It sounds like you do have some sort of ground loop issue. while you can lift the ground of your laptop, and it might fix the issue, that is not really what you want to do. I'd isolate your dmx signal, either in the usb-dmx box or on your fog machine interface, ideally both. opto isolators aren't that expensive at a component level, and that should solve your issues. You can get the components and install them into your deivices, or you could even try a turnkey solution like this:
http://www.centerstagelighting.com/i...t_detail&p=685
another thing I'm wondering about, you said when you ran off the battery of your laptop that everything worked ok, right? I'm not sure about this next theory, but you could be drawing too much current when sending a dmx signal, which would cause your usb bus voltage to drop and your interface to dismount. this is probably not the issue,I'm just extemporizing.
If there's some sort of local production company around, they may have a dmx opto you could try out, that way you can see if it fixes your issues before you commit to the option.
Also, if it helps, DMX is just half-duplex RS-485.
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