Either there is no Voltage or Vacume going 2 the Valve OR the Passagway under the Valve is Blocked.
Clean the EGR Line with carb cleaner to ensure not any blockage.
If you are referring to the check engine light and are still receiving a code indicating EGR valve, then the problem is that the EGR valve is being effected by the problem. The EGR valve is not the problem, it is just the component that is being effected. Code readers only tell you the effected part, not necessarily the bad part. This is one of the big problems with autozone's free diagnostics, you get what you pay for.
Trouble code P0401 means:Exhaust gas recirculation-insufficient flow detected
The answer posted previously seems to be taken verbatim from this site, and probably copyrighted there: Mazda EGR Flow: Low or Excessive? http://www.asashop.org/autoinc/sept2002/techtips.cfm and if that doesn't work, there are additional tips here: P0402 EGR code Help - Automotive Message Forums http://www.automotivehelper.com/topic478910.htm
I had this issue just a few months ago. Your clutch is going out. I had the flywheel and slave cylinder replaced on my '96 Protege (stick-shift) to fix it.
The Brake Booster is mounted on the firewall and the master cylinder is mounted on the booster. Look at the booster and you will see a very large vacuum line coming from the booster.
turn up the volume!
Master cylinder is bad and appears to be coming from the booster.
Drivers side, mounted on the firewall, behind the master cylinder. Coming from that booster is a large vacuum line.
On top of the engine..Two black blocks that have wires coming out of it
from the new booster pack Ancient Prophcey or the new tin coming out
cheack your break booster.
Should be a plug at the side of transmission - fill to oil starts coming out of this plug
Would you kindly submit another question this time indicating where these gases would be coming from.