HA, I was guessing an EGR problem.
DPFE is the short name for what your CEL problem is, and I believe it's related to a stuck EGR- though I'm not completely sure. We have How-To's about changing out the DPFE yourself on Zetec engines. It's very simple to DIY, and the part costs about $50, give or take $10. That will clear the CEL, but I really don't think that it would cause the car to shut off like that.
It could be that the EGR is stuck open, the DPFE monitors the EGR operation, and if the EGR is stuck open then once the engine warms up to normal operating temperature it causes misfires and possibly detonation. Now I don't think that it would cause the engine to cut off like you're describing- typically the ECU would simply retard the timing to compensate for any spark knock.
I think you're likely to have multiple problems. I'm thinking that you have a fuel pump that is near the end of it's life, plus the DPFE problem. You can do the basic fuel pump diagnosis yourself, all you have to do is sit in the car with everything off- radio, wipers, etc. Turn the key to ON, and listen. You should hear a buzzing sound as soon as you turn the key to ON. That's the fuel pump, it should prime the fuel system in less than 5 seconds. If it runs for longer than 10 seconds, your fuel pump is near the end of it's life.
That's only a guess, and that's difficult to do over the internet.
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