steve sch.

Hi Im new at the forum thing, so here goes. Took my MB to the mechanic for a check engine light. He got an EGR valve code. Fine, so I bought a new one and replaced it with no problems. But... there is a short black tube with a black end cap about the size of a quarter and maybe 1/2 inch thick with some pin holes of varying sizes in it. I can't figure out where to plug it in. What does this do?
Any info would be helpful, thanks

Steve