On mine the EGR valve burnt through? I am not sure if the terminology is correct but the exhaust gas escaped and burnt through one of the brake pipes, resulting in no brakes. Fortunately we heard the noice and stopped in time apparently the vehicle can also burn down due to the hot gas escaping into the engine bay. This is enough reason for me to blank it of, you can lose the whole vehicle. Apparently it can also increase performance and reduce fuel consumption?