AS THE PLT WAS EN ROUTE TO GREENSBORO (HIS DESTN), HE FLEW PAST SHILOH & NOTED THAT WX AT THE ARPT WAS CLEAR, BUT FROM ABOUT 10 SOUTH OF SHILOH, GROUND FOG EXTENDED TO THE SOUTH. AT 0634 EST, HE CONTACTED GREENSBORO TOWER & WAS ADZD THE RVR WAS 1600 FT. HIS MIMIMUMS WERE 1800 FT. HE HELD FOR A PERIOD OF TIME, BUT THE WX CONTD TO DETERIORATE, SO HE DIVERTED TO THE ROCKINGHAM COUNTY/SHILOH ARPT, WHERE NO WX RPRTG FACILITIES WERE AVAILABLE. AFTER BEING VECTORED OVER THE ALTERNATE ARPT, HE WAS UNABLE TO GET ENOUGH VISUAL CUES FOR A VISUAL APCH, SO HE ELECTED TO MAKE AN SDF APCH. THE PLT STATED THAT WHEN HE REACHED THE MIN DSCNT ALT (MDA), HE SAW THE RWY & PROCEEDED TO MAKE A VISUAL APCH. AS HE CONTD, PATCHY FOG BEGAN TO OBSCURE THE RWY, SO HE MANEUVERED THE ACFT TO KEEP IT IN SITE, THEN ELECTED TO GO AROUND. HOWEVER, AS HE BEGAN THE GO-AROUND, THE ACFT HIT TREES & CRASHED. ELEVATION OF THE CRASH SITE WAS APRX 700 FT. MDA FOR THE APCH WAS 1120 FT MSL.