ENGINE CAUGHT FIRE DUE TO EGR SYSTEM OVERHEATING (MAYBE BURNING INTERNALLY) MELTING THEN SPONTANEOUSLY CATCHING FOAM RUBBER PAD ABOVE THE EGR DIFFUSER TUBE ON FIRE. RESULTED IN MELTING WIRES, HOSE AND OTHER PARTS ATTACHED TO ENGINE. WAS QUICKLY PUT OUT WITH A FIRE EXTINGUISHER. WAS DRIVING TO MENARDS IN NORMAL ILLINOIS AND SMELLED SMOKE AT FIRST STOP LIGHT, THOUGHT IT WAS VAN NEXT TO ME. AT NEXT STOP LIGHT SMELLED THE SMOKE AGAIN AND PULLED INTO MENARDS PARKING LOT. SAW LOTS OF SMOKE COMING OUT FROM UNDER HOOD. RAISED HOOD LOOKING FOR WHERE SMOKE WAS COMING FROM. SAW A SMALL FLAME, WENT TO BACK OF TRUCK AND TOOK OUT FIRE EXTINGUISHER. WENT TO FRONT OF TRUCK AND FLAME HAD TURNED TO FLAMES, EXTINGUISHED FIRE.