SVT Contour 3 wrote:
I ran a scan tool and it came up the same, but it ended up being the O2 sensor that needed to be replaced. But I do know of many EGR valve problems like you have described. Just thought I would give you my .02 on a similar situation.
  So I should probably have a good look at the EGR valve, and if I find no sign of any problem with it, perhaps I should consider the O2 sensors.

  Then again, I think I have some evidence to the effect that it isn't the O2 sensors.

  The CEL has only gone from being off to being on shortly after starting the engine, and often when the engine has been cold.  I believe that the O2 sensors need time to get up to temperature before they can be expected to work, so there's no reason for the PCM expect them to work when the engine has just been cold-started, and so it should not, at that point, ever set an error on account of them. Am I right about this?

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Moonlight Blue 1996 Mercury Mystique GS , Zetec engine, ATX.  No mods. (Well, OK, one mod.  Before I got rid of my previous car, a 1994 Tempo, I swapped radios.  I liked the Tempo's radio better.  That counts as a mod, doesn't it?  I also kept one of my Tempo's wheels to use as a spare.  I hate those stupid ?compact? spares that come with modern cars.  Does this count as a mod?  If so, I guess I have two mods.  Replaced burned/melted blower switch and connector on 19 February 2002 with a 1P3T toggle switch from Marvac and a Molex connector from Rat Shack; I guess this now makes three mods.)