[mix up some soapy water and spray around the intake. If you get any bubbles, then you've found your leak.
However, I suspect the sound is normal. ]
Don't use soapy water, cuz you won't get any bubbles. The key word here is "vacuum" leak - as in, the air is being drawn in, not blown out. Hence, no bubbles. The water idea is on the right track tho - use a garden hose to spray water around the engine - if there is a vacuum leak, it will suck water in and cause the engine to stumble. If you have a lean code, and a loud hissing noise, you likely do have a leak. (Don't worry, the water going in won't hurt it - it'll just be evaporated into steam and blown out the exhaust). Some hissing noise at idle is normal, because of the small amount of air being drawn in around the closed throttle plate, and the air passing through the Idle Air Control motor.
As for the warranty coverage on the EGR pressure sensor - call or go into the dealer with your VIN - they can enter that into the computer and tell you if that program applies to your car. That will not cause this particular problem however. That sensor is the most common one to fail on almost all Fords, and we at the dealer change tons of them. Most often, people don't even notice a driveablility concern, they just see the SES light come on. All that sensor does is tell the PCM that the EGR system is working, and how much flow there is, when the PCM commands the EGR valve to open. If the sensor reads too high or too low, the PCM doesn't know how much EGR flow is actually going into the engine, and this can cause symptoms like a misfire or rough running. It won't however, cause a lean code, or a hiss noise.
