My thinking was a sharp focus with a big aperture to make the background fuzzy.
If you go wide open on aperture, your "shutter speed" is going to speed up to the max to prevent over exposure burning out all the detail. At fast effective shutter speeds you'll see all the little droplets of water frozen in the air which is kind of a cool effect if that's what you are looking for. But to get that lazy, dreamy, kind of fuzzy fog effect you need to slow the shutter speed down as much as you can and use a minimum aperture to get maximum depth of field in sharp focus with out over exposing the entire composition. Try it both ways and see which way you like best.
Regards,
GtG
PS I've done it a lot with film cameras but I've never tried it with a digital SLR, it should work the same way, no?