Possible EGR problem on 2003 ford ZX2 (escort)

i have seen on many other forums that if you get the error code to replace the DPFE senser and it will fix the problem but im not for sure. It is a neighber''s car and she went to autozone and had them run the code and it said it had insufficient coolant temp/ closed circuit. and also fuel control. She hasnt replaced the thermostat since 2003 when she first bought the car so im going to replace it but should i replace the DPFE sensor to                                      
 
 thanks to anyone that can help