EGR - Exhaust Gas Recirculation (or something along those lines... I'm too lazy to look it up). Basically it's an emissions system. At certain times (mostly part-throttle and low engine load) gases from the exhaust stream are allowed back into the intake tract. They combine with the intake charge and reduce hte combustion temperature, thereby reducing the amount of NOx produced.
For the EGR to work, there needs to be a duct on the exhaust manifold (or headers). Some Rangers have EGR and some don't. Best bet is to look at your exhaust manifolds to find out if you have it or not. If you dont see a 1/2" or so pipe coming out of one of them, then you don't have EGR. In my '99 3.0L, it's on the driver side manifold.
FWIW, the cheap headers on eBay that say "with EGR" don't actually have the EGR port. It's a typo in the listing, which I found out after purchasing a set. I complained to the seller and he said he didn't have any and couldn't get any with the EGR port, so I'd have to have one welded in myself. I also contacted the other seller on eBay who sells headers for <$300 and he said he did not have any w/ EGR and he wasn't getting any anytime soon. So I sucked it up and bought JBA headers for a lot more money. YMMV.
