If you were in a theatre, for this effect you would use a Profile lantern - a spotlight with two focusable lenses, to give you your hard-edged beam, and for the scatter, you would use a hazer or cracker - better than a fog machine, they give you an even mist which will be as light or dense as the duration the machine is running. If you have a budget, you can hire these things... a Profile can be anything from 500W and upwards, so you could run one from a domestic powerpoint...

for example: http://antari.com/Company%20Profile/...400/hz400.html, and http://www.seleconlight.com/classic/...t&Itemid=123-4

Marc!