Rough start

Hello. I have a 1999 chevy malibu, and when i start the car, it starts rough and shakes awhile. I might drive a little way and when i stops again, it surges foward. But after it heats up, it goes away and then it drives well. Sometime a check light code is shown, and i went to autozone and they gave me the code PO404, and that is related to the EGR valve. I want to know is that the problem and if not, what else can it be? Thanks!