Gavvy you need to pop a 'jumper' wire between the TEN and GND ports inside your diagnostic box
The EGR stands for Exhaust Gas Recirculator, Code 16 means there is a fault with the EGR, (part of emissions system)
To fit an adjustable Fuel Pressure Regulator you need to remove the stock regulator from the fuel rail, then fit an adapter to the end Then the new regulator will fit to the adapter (here is a pic of an adapter)
Although I do recommend you setting up your fuel rails for a 'dual feed' system(as our engines have a tendancy to have starvation issues due to the v style syatem with 2 fuel rails), do a search for that its been covered here before