I have lost power in 406hdi (1999). Ithe engine management warning light is on, I have replaced air mass filte?

I have lost power in 406hdi (1999). Ithe engine management warning light is on, I have replaced air mass filter, no joy, can i trick the ecu into re-setting or is it a garage job. Also told EGR valve could be sticking, what is it, where is it, etc, told it can be blanked off, is this correct?