Need advice about replacing an EGR valve

I have a 2001 Cougar Zn and I'm going to attempt to replace the EGR valve (giving my local shop $300 isn't an option right now) I noticed that there are three bolts connecting the EGR, 2 of which shouldn't be a problem; however, there is a large nut/bolt? connecting to the piping. Do I need any special tools to loosen the large nut/bolt, is replacing the ERG extremely difficult, and what is the technical name for the "elbow" hose/connector underneath it? I know I should take it to the shop, as I'm not exactly a mechanic, but can't afford it. Any help would be greatly appreciated.
~Thanks

I wouldnt imagine it would be too difficult. Just undo the two (10mm bolts iirc) and the bottom one is probably a 13 or 15 mm. Dont need any special tools.

He's right^. You won't need to remove that tube. The valve will come off of it..

Thank god! The way it looked at first glance, I though it would be way more involved. As for that little hose/elbow thing, I think I'm going to yank it of the car and slap it on the auto parts counter...lol. I've been trying to find it's technical name all day without luck. I wouldn't think it's the PVC valve as it's more a rubber "L" than a valve but we'll see. I'm already frustrated and I haven't even started =D Thanks for the responses guys =D

Is it the tube that runs from the EGR valve to the exhaust pipe? If so, it called an EGR tube..

No, it's not the EGR tube. It's about an inch and a half long, by an inch and a quarter. It's not easily seen from above and it looks like an "L". I just went to the parts store and they gave me something that looks similar (an emission hose) however I'm pretty sure it's not exactly what I need : ( In fact after paying closer attention I noticed that it's mainly specified for GMs...ugh....that's what happens when a chick goes into a auto parts store. What's even funnier is that I've spent several hours trying to find this thing online. I know it exists...it came from my car and has two holes in it...lol. Oh' well I'll know better tomorrow if I can make what I have work when I actually have the light to work on it.