bypassing the egr valve or any other emmission control devices is illegal
you can see the cause of your check engine light by jumping the terminals te1 and e1 in the diagnostic connector under the hood near the passenger side strut mount. the check engine light will blink out a code which you could search for here.
also about your door lock problem, it could either be the actuator like people say or the ignition interlock. the doors will not lock if the key is in the ignition and a door is open (or if the ecu thinks a door is open)