Unfortunately I'm going off of my car which is a 2007 so quite a bit different. However, the EGR valve is a VERY common fault across the Mondeo range as far as I know.
On my car it's at the front left as you face the car.
http://shop.mondeospares.co.uk/ekmps/shops/mondeospares/images/ford-mondeo-mk3-egr-valve-petrol-1.8l-or-2.0l-2001-2005-566-p.jpg
Is that maybe yours? 2001-2005 model?
They are known for sticking open and when they do the car won't start. I had this trouble last christmas time just after I bought it. I was going absolutely mental. I ended up buying a plate and blocking mine off. An easy way to check if it is your issue is to unbolt it and stick a piece of cardboard in to block it off temporarily. Fire the car, if it starts up then that's obviously your problem. You will need to take the cardboard out though, obviously lol, and replace with something a bit more heavy duty.
On my car I have the engine management light on but I don't think it's an issue on previous models.
Oh, and yes the fuel filter is the coke can looking thing. I did all manor of things with mine before finding out it was the EGR valve.