I hope you are seeing this BEFORE you dropped all that cash on parts. I have a 02 cougar with the 2.5 duratech and was also getting the 401 code. The chances of it being your EGR Valve are very very slim.
There is a chance it could be the DPFE/ Backpressure sensor. The easiest way to tell if it is the DPFE is your MPG will totally bottom out.
I replaced 6 of them , they can also be bought at Advanced Auto / Auto Zone .....these are the EXACT same parts that Ford will sell you but only at half the cost.
IF your mpg hasnt bottomed out then the cause of all of my issues was the Throttle Body was clogged with carbon , not allowing the EGR to do it's job of recirculating exhaust gases back to be reburnt.
Go to about any parts store buy you a throttle body gasket....like 3 bucks ....oh and a can of SeaFoam also wouldnt hurt.
But dont waste your money throwing parts at it like I have get the throttle body cleaned .
Mar 4, 2009 at 1:44 PM