THE ACFT TOUCHED DOWN 150 FT SHORT OF RWY 04 AT THE ROCKY MOUNTAIN-WILSON ARPT. THE ACFT CONTACTED TWO ROWS OF APCH LIGHTS AND A GROUND DROP OFF WHICH SHEARED ALL THREE LANDING GEARS. THE FLT DEPARTED WILSON MUNICIPAL ARPT AND UPON REACHING 3700 FT THE PLT REPORTED A VIBRATION WHICH CEASED UPON REDUCTION IN PWR. THE PLT REQUESTED A LANDING AT ROCKY MOUNTAIN-WILSON ARPT WHERE A MAINTENANCE FACILITY WAS AVAILABLE. UPON VISUAL CONTACT WITH THE ARPT, THE PLT REQUESTED AND WAS GRANTED A VISUAL APCH TO RWY 04. THE PLT STATED HE HAD VIEW OF THE APCH AND RWY LIGHTS INSIDE THE OUTER MARKER BUT ONCE INSIDE THE MIDDLE MARKER, THE RWY DISAPPEARED IN FOG. PWR WAS INCREASED FROM 15 TO 18 INCHES MP, HOWEVER, THE ACFT CONTACTED THE GROUND SHORT OF THE RWY.POST ACCIDENT INSPECTION OF THE ACFT AND ENGS FAILED TO DISCLOSE ANY MECHANICAL FAILURE/MALFUNCTION.