The DPFE sensor stands for: "Delta Pressure Feedback Exhaust Gas Recirculation valve sensor." And they were junk. These are all 3 wire sensors (reference voltage, the ref. voltage ground, and the other one is the signal wire). In the truck, it's usually under the throttle body cover, has a 3 wire plug going into it, and has 2 flexible hoses going into it that measure how much EGR flow there is. I could get really techinical, but it doesn't matter. The 4.0L exploder has it bolted to the left side of the intake plenumn, same plug and hoses.
There is a really easy way to check all these. With a normal voltmeter, measure the voltages in all 3 wires, with the key on, engine off, and sensor plugged in, by backprobing the connector. On one wire, you'll see about 5 volts (the reference voltage). One another one, one will be very close to zero voltage (millvolts really don't matter in this case). It's the other wire that you're interested in. It should read either 0.50V or right around 1.0V. If these voltages aren't within about 0.50 V of these (and most in this particular case will be much higher, like about 5.0v), then you know that the sensor has gone onto its great reward, and a new one is required to turn out that pesky CEL.
It's an easy fix. Just bolt on another sensor, clear the codes (disconnecting the battery cable for a few minuets will do), and reconnect and drive it. If something is still amiss, don't worry, the CEL will be back on.