EGR is the Exhaust Gas Recirculation. It is hard mounted to the intake. If you would take it off you would have two opening one is a direct link to your exhaust the other a direct link to your intake manifold under the butterfly valves. If the EGR valve is not install you will have exhaustleak but you will also have a massive vacuum leak. Which could very well be causing your issues. Don't startthat thing again till you get that fixed. A bad exhaust leak right next to and intake leak is a bad thing. One bad back fire and you will not have to worry about whats wrong with the car anymore. Your biggest issue will be how to get that fire ball out of you garage before you burn the house down.