OK so I looked around and found a drawing I did back when I did this mod to my 240SX. Keep in mind this was a 1991 240SX, but I've seen where people have done this on all kinds of other cars too so I think the theory is basically the same. I don't have front side markers on my X or I'd try it and do a better write up. I'll be referring to parking/running lights since some people call them parking lights and others call the running lights. Got to cover all the bases you know.
I started by first finding out which wire was hot and which was ground on my side marker. In the case of that 240SX the positive to the side marker was red and the ground was black. Easy enough. I cut the ground wire leaving enough room to add onto it from the side marker side. I taped up the ground wire coming from the car as it was no longer needed.
Next I figured out which wire was the hot wire for the front turn signal. I then added a section of wire from the ground wire coming from the side marker to the hot wire for the turn signal. You want to splice into the turn signal hot wire, not cut it. It needs to still be connected to the turn signal. I used a 3M Scotchlock.
Wired up like this, if the parking/running lights aren't on, the front turn signal and side marker blink together. When the parking/running lights are on, the turn signal and side marker alternate.
Essentially what you're doing is disconnecting the ground from the side marker light and grounding it through the turn signal bulb. There isn't enough current from the side marker to cause the turn signal to light up when just the parking/running lights are on. When the parking/running lights are on and you switch the turn signal on and that wire becomes hot, the side marker looses it's ground and goes out each time the turn signal lights up. Without the parking/running lights on the flow of current goes from the turn signal wire to the turn signal AND the side marker which is then grounded through the other wire.
If someone has the nerve to try this, make sure to take plenty of pictures and describe the wire colors and do a write up. If no one wants to try it, I'll see about adding side markers back on my Xterra and try it myself.