Idle is rough and using alot of gas. Replaced the EGR lastnight and it's still acting up. Any ideas?

Year/make/model??? Applying vacuum to the EGR and making the valve open will not be the correction. Once opened, this valve allows unburned exhaust gas back into the combustion chamber resulting in a rich mixture. The computer sees this rich mixture and reduces the injector pulse allowing the idle to slightly lower. If the vehicle were at proper idle speed and this valve is opened, it would run rough snd possibly stall

Check your mass air flow sensor (maf). It can be cleaned with brake cleaner or MAF cleaner.

White smoke and foam in the gas tank indicates antifreeze leaking into the engine somewhere. Do you smell antifreeze? You may have an engine seal leaking, most likely head gasket. It may be affecting the various engine sensors.

First, is the check engine light on ? If it is you would have it scanned for trouble codes to hopefully get some clues.
A rough idle is usually caused by cylinders not firing or not producing power. And the check engine light should be on if that is happening.
A faulty cat would only cause the engine to load up. The EGR could cause a rough idle due to a vac leak but again it should cause the warning light to come on.
You could have something going on in the gas tank. 2003 was the last year Ford used a fuel filter outside the gas tank, so something could have clogged up the injectors.

are there any codes

Get a full tune up, how is your gas millage? if your gas millage is bad then you should suggest changing your o2 sensors.

OK, if you replaced the EGR hose, did you go all the way to change the EGR Valve? A stuck open EGR Valve can cause a rough idle and almost make it cut off.
Also, a vacuum leak on the EGR valve can cause a rough idle.

Exhaust Gas Recirculation (EGR) Valve Removal & Installation 2.0L Zetec Engine NOTE: When the EGR tube is disconnected from the EGR valve, it must be discarded and a new EGR tube must be installed. The aluminum threads on the EGR valve must be inspected, and a new EGR valve installed if the threads are damaged.
To Remove:

1. Disconnect the negative battery cable.
2. Remove and discard the exhaust manifold-to-EGR tube. Use the following as a guide:
3. Raise and safely support the vehicle
4. Remove the splash shield
5. Disconnect the EGR tube fitting
6. Lower the vehicle
7. Remove the air cleaner outlet pipe
8. Disconnect the EGR tube from the EGR valve.
9. Detach the vacuum line and remove the two retainer bolts.

NOTE: The EGR valve sealing surfaces are soft metals and easily damaged.
To Install:

1. Installation is a reverse of the removal process. Carefully clean all sealing surfaces and install a new EGR valve gasket.
2. Install a new EGR valve tube.

Detach the vacuum line (#1) and unbolt the EGR valve - 2.0L

3.0L (4v) Engine To Remove:

1. Disconnect the vacuum line.
2. Disconnect the EGR tube.
3. Remove the EGR valve and discard the gasket.

NOTE: The EGR valve sealing surfaces are soft metals and easily damaged.
To Install:

1. Installation is a reverse of the removal process. Carefully clean all sealing surfaces and install a new EGR valve gasket.

Detach the vacuum line (#1), unthread the EGR tube (#2) and remove the EGR valve bolts (#3) - 3.0L (4V)

check egr valve if it is open it will cause rough idle and fumes as if it was being choked.

maybe your iac valve is not working? it takes place of a choke or temp sender to computer could be bad which controls t I.A.C. known as the idle control valve,do you have any codes?

Sounds like it may have a bad EGR valve, or no vaccum to it