The oil cooler is directly under the oil and fuel filter assemblies, as they actually bolt to the top of the oil cooler housing. The EGR cooler runs on the underside of the intake manifold on the passenger side. Yours will either be square or round depending on if you have an 03 motor in your 04 or not. The gaskets are reusable, but I did replace them the first time I replaced the oil cooler. A lot of guys also replace the turbo drain tube and fuel pressure regulator while in that deep.