2003 Mazda Tribute emission light

My wife called me 4 hrs from home said the cars running rough and im not stopping so when she got home last night I get in the car and its running very rough and sounds like theres a hole some where and I can smell fumes and the light that looks like a engine is lit and it blinks on and off so I wait till today and open the hood and there it is theres a piece of the egr valve cracked off. So I get a new one put it on and its better but still a little rough idle and the ligt is still on and it goes on and off what else do I have to do do I have to wait and see if the computer cleares it self some one says it has to do a cold cycle 3 times to clear it self back is that true its 80% back but u can feel it rocking a bit can any one help me thansk