DPFE is silver rectangular box located beneath EGR valve. It has two hoses (one inbound and one outbound) and an electrical connector. As was said previously, the only way I know to test it is with OBD-II scanner.
If you haven't cleaned out the EGR passages behind the throttle body
gasket, then I bet that is the problem. I had a P0401 last year and replaced the EGR, EVR, and DPFE, but the code remained.
Once I cleaned the passages, everything worked great.
See the following links for more info on this:
http://www.contour.org/ubbthreads/showflat.php?Cat=&Board=trouble&Number=1717http://www.contour.org/ubbthreads/showflat.php?Cat=&Board=trouble&Number=10673