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The EGR valves on these engines VERY RARELY cause problems. saying that, the sensor that monitors EGR flow is a common problem, as well as the EGR ports in the throttle body plugging up. There is a how to on this site on how to clean your throttle body and EGR ports. One simple test to do is take the vacumm hose off the EGR and attach a hose to it, start the engine and suck, or apply vacumm to the hose. if the engine idle decreases dramatically to where it's running rough or stalling your EGR and EGR ports are fine. if it doesn't bog down or stall you most likely have clogged EGR ports.
IF that test passes.. as in engine almost stalling or stalling, then id be looking at the DPFE sensor or a possible EGR solenoid problem.
As for your question on where it is located.. its located on the right hand side of the throttle body, has a vacumm pod attached to it and has a metal tube running to it that goes down and attaches to the drivers side exhaust manifold.