Assuming rest of car is set about right, if the EGR is not working, then there are two possibilities. If it is stuck open you have a horrific vacuum leak, and the engine will barely idle. If it is stuck closed you have pretty harsh engine ping. Once the engine is warm, and off idle (say about 2,500 rpm), check to see that there is vacuum present at the hose to the valve. If not, fix that. If so, using a heavy glove against the heat, put your finger gently under the valve, and you should feel it moving up and down.