Step 1: along with the fries, aquire one of those deep fried sausages (whatever they're called in english).
Step 2: cut the sausage lengthwise but not all the way though so you have kind of a meaty hotdog bun.
Step 3: dip fries in sauce of your choosing and stuff them in the "bun".
Step 4: add chopped onion (optional).
Step 4: eat it like a hotdog.
If it looks something like this you did it right:
Alternatively, go to any Belgian snackbar and order an "open wound". That's what we call them because we're classy like that.