The EGR is Exhaust Gas Recirculation. It is there to comply with emissions regulations and involves sending a small amount of exhaust gas back through the intake side of the engine to be burned again.
Great for the environment :dunno but not good for your engine or your pocket. The EGR valve itself is expensive and can choke up and break. The gunge that is transferred back into your engine causes the oil to be contaminated earlier with carbon which in turn causes extra wear.
A lot of us here fit a small plate in the EGR feed pipe to stop the flow actually reaching the valve itself. Some report better throttle response and less exhaust smoke, but the big benefit is the engine is not being gunged up. The blanking plate is almost undetectable and no problem for passing an MOT.
Well worth doing
It is really just a case of taking two bolts off a pipe, and fitting a blanking plate in the space where the gasket fits.
Ignore my wattling on about removing the pipe in the following link, the place to blank is at the drivers side of the engine where the pipe feeds into the valve, The pictures in this post will help.
viewtopic.php?f=15&t=12136&hilit=egr+euro+4
The blank can be home made or bought from Ebay