can someone post pics or tell how to do this...also where is the EGR to unplug?

Check out the Do It Yourself section...good explanation there.

Any side effects to doing this?

By side effects, if you mean not getting soot in your engine, and keeping the oil out of the turbo, then yes ):h . I have done them on my truck, and have not noticed any negative side effects. You may have to remove them prior to a stealer visit though, depending on how an@l they are.