This is what the valve on the 2.2 puma looks like.

Its mounted towards the back of the engine on the passenger side. The yellow cap is where the electrical connector goes. You just need a flat blade screwdriver to release it.
I find the difference in performance is more noticable after I've had it disconnected for a period of time and then reconnect it (i.e. taking for a visit to the dealer). The engine will feel sluggish and out of sorts. 
I wouldn't recommend unplugging it as a long term solution, but more a temporary fix til you can get a remap done.
In time I plan to physically remove all the EGR components and use the coolant hoses to plumb in a 240v forced circulation block heater. But thats after the warranty has run out.
Cheers
Tom
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