i was browsing the james duff site lookin at the traction bars and i came across the "new products" page. they have headers for the 98-01 3.0L w/ EGR or not and they have them for the 00-03 4.0L

from james duff site...
#3065 3.0L, 98-01 Ranger w/o EGR, $475.75
#3066 3.0L, 98-01 Ranger w/Dr. EGR, $475.75
#3067 4.0L OHC, 00-03 Ranger, w/Dr. EGR, $475.75
#3068 4.0L OHC, 00-03 Ranger, w/Pass. EGR, $475.75
#3069 3.0L 97 Ranger, $661.50

http://jamesduff.com/images/newproducts/1674-1JS.jpg

http://jamesduff.com/newproducts/new_bronco2.html

anyway i thought i would post it just so people kno there are other headers out there for the ranger besides the JBA ones

they dont have any for the 04 3.0L

I still don't know if I have an EGR valve. How do I tell?

there is a little pipe coming out of the exhaust manifold and it comes up next to the throttle body, on the end of the pipe is a little disc looking thing with a wire pulgged into it, thats what the EGR sensor is

EGR = Exhaust Gas Recirculation

or something close to that. It allows exhaust gas back into the intake for better emissions. Newer 3.0l's don't have them.