If you consider the product of mpg and weight as independant, you can interact it with foreign with:
foreign##c.mpg#c.weight
This will include the main effects of foreign and the product of mpg and weight as well as their interactions.
If you treat the product as an interaction that should have main effects as well, then you use:
foreign##c.mpg##c.weight
This will create the interactions of foreign with mpg and foreign with weight as well as the interaction of foreign with their product, but with this treatment you want to include all of those terms.
Last Revised: 10/30/2009