Try a search for egr been covered a few times...
3L or 2.5L?
If 3l, its piss easy, here's what i did.
Passenger (exhasut manifold side)
Undo turbo heat shield (half a dozen or so 12mm bolts - ring spanner)
remove egr pipe from exhaust manifold (3x12mm bolts)
Slide gasket out, trace onto 2-3mm steel plate and cut out, drill the 3 holes to match gasket, side between gasket and egr pipe.
Drivers (intake) side
Loosen bolt below egr/intake mating flange. (12or 14mm ratchet with extension)
remove 2 x 12mm bolts on intake/egr mating flange. remove gasket, trace, cut out and drill holes (same as before)
Slide gasket between gasket and egr pipe.
Atop engine
Remove the hose going to the upper port of the rear solenoid and tee it into the middle upper solenoid port. DONE
If your not confident, i'll get some pics tomorrow or you might be able to find 'em in the ither thread(s)