It was in Softimage 3D, I used the Depth Fading function.
In XSI, you should use the Volume_Fog shader. Set the Start Distance to a far distance, and the End Distance not too far from the Start Distance. For example, if the subject is at 30 units of the camera, set the Start Distance to 60 and the End Distance to 70.
Hope this helps
Salutations - Cheers
Bernard Lebel