Bright light followed our car in fog; happened near Hadrian's wall in England, Christmas of 98'.During some time off during Christmas, two friends of mine and I rented a car to drive to Edinburgh. We are Americans, and decided to see Scotland before our tour was up. I enjoy History and decided to include a visit to Hadrian's wall during the trip. We saw the wall in the last bit of daylight and left as the sky got dark. We headed east on the B6318 to get back to the A68. We descended into a heavy fog as the road declined, this is common in England. While between the Vercovicium Roman Fort and Walwick a very bright light shined on us. I was driving and at first thought it was a truck with it's brights on. My friends and I realized the light was about 40 degrees high in the air behind us. I slowed the vehicle to 25 mph or so, and rolled the windows down. Their was no sound. My friends panicked, but I kept calm and started to look for details, it was difficult as I was driving in the fog. The light was beaming through the sunroof of the little italian car we had. The second we ascended out of the fog; the light disappeared we slowed further to identify anything but nothing was in the sky. I have no idea what it was that followed us for at least 3 miles.