Not my most difficult, but alarming. I was doing a CAT3/Land3 approach in a 767-400 into EHAM, I was already looking outside the windshield at 30' I saw the tail of a 737 ahead in the fog at night. My F/O and I just had the time to say "S**T !" then the sim instructor yelled "My bad!"...... he forgot to take the 737 off the runway from our previous approach in order to make us go around.