I am a little confused, The Wonder Years was created by Neal Marlens and Carol Black who signed a contract with New World Entertainment. I have been watching The Wonder Years on Paramount Comedy Channel in the UK, and normally at the end of the credits the logo's area for Black Marlens and New World (International), yet during the last few episodes it was for Black Marlens and Twentieth Fox Television.

I know Fox are working on DVD releases, but what part did they play in the production of The Wonder Years?

I can only assume after Black and Marlens left the show that Twentieth Century Fox took over the part of New World? But this episode was a bit later than Bob Brush came in.

I cannot remember the name of the company that bought New World, but
that company in turn sold it to Fox.
Black and Marlens left the show very very early on and turned over creative control to Brush.
I don't believe Fox had anything to do with the creation or development of the show, they were just there to pick up the pieces after the fact.