The EGR is the most difficult valve to fix. First you will have to dismantle half of the engine to get at the EGR valve. Then you have replace the entire unit.
The usual problem with an EGR valve is that carbon builds up and prevents the pin inside of it from moving. I had to do this on my saturn, you take off the EGR valve, spray/soak it in carborator cleaner. Then use a tooth brush to get it as clean as possible. Make sure the pin can move after cleaning.
Typically an egr valve doesn't brake. Usually the just need to be removed and cleaned out with a strong cleaner. However if this doesn't help it will probably need to be replaced.
In order the fix the valve on your Chevy Cavalier you will need to get under the hood of your car. You can replace the valve within about one to two hours.