To give a little more detail to the last post, apply vacuum to the vacuum line on top of the valve. The typical failure I am told, is for the diaphragm to fail. If this is the case, you will not be able to draw a vac above the diaphragm.
My 91 300TE has this problem. The car runs fine without a functioning EGR and blew away the last emissions test, so it is low on my to do list. I saw new EGRs on Fastlane for about $140, a good bit below most others' prices.