The new bearing comes as a sealed unit and has all the grease needed. The old bearing will need will need to be predded out and the new one pressed in. Most parts stores can do this for you. I have included the instructions for this below.
Sorry for the typo,,,it should have been Pressed, not predded :-)
The bearing is pressed out of the hub, the hub does not need to be replaced. Your best bet is to have the parts store where you are buying the bearing press it for you.
As for the EGR valve, is this a 4 or 6 cylinder?
You are welcome :-)
Here is the info on the EGR,,,once repared/replaced, the light should go off.
Yes the dealer is probably the best place to get the bearing, but any parts store can replace it. The separator tool looks like3 a fork that wedges between the ball joint and knuckle. The knuckle contains the hub and bearing,,,take it to the parts store. You can try just cleaning out all the carbon from inside the EGR valve once removed.
Those instructions are the exact way to replace the bearings,,,i cant really put any different...i have to run some errands and will check back in with you in a couple hours.