How do I add mist or fog to my map similar to 'City of the damned'?

I want a white mist type effect like the mist in Tormentor's 'City of the Damned Apocalypse' throughout my map. I'm a novice when it comes to editing this type of stuff.

Thanks!

http://zdoom.org/wiki/Sector_SetFade
If this is not the effect you want, I suggest translucent polygons.

Thanks for the help but it seems like that technique didn't match what I was looking for. It seems tormentor's City of the Damned used some technique that I don't know about.

Gunrock said:

.... It seems tormentor's City of the Damned used some technique that I don't know about.

If you had looked at the map with Slade3 then you would have found this

#include "zcommon.acs"

//INIT
script 666 OPEN
{
//Outside Color
sector_setcolor(1, 150, 171, 209);
sector_setcolor(19, 150, 171, 209);
sector_setcolor(20, 150, 171, 209);
sector_setcolor(21, 150, 171, 209);
sector_setcolor(22, 150, 171, 209);
sector_setcolor(23, 150, 171, 209);
sector_setcolor(28, 150, 171, 209);