95 Saturn Wagon SW2

You need to be more descriptive and provide more information on the symptoms prior to it "dying ". You also should explain exactly what "coming to a stop after the engine dies" means. (Of course the car will come to a stop without the engine running...)

Does it start hard? Does it run rough? Does it kill when idling at a stop light or when you are hauling down the freeway at 65 MPH? What happens to the car's instrumentation? Are there any error codes? What happens when you try to start it back up and why does it take 5 minutes? How many miles? When was the vehicle last tuned? What is the maintenance history?

Without knowing more its hard to even guess at a cause. That said, I'd wager that it is not a fuel filter (since this would show signs of being clogged at high flow situations and will usually be observed first as an unresponsive engine), although it could indeed be a fuel pump or something else in the fuel delivery system.

Bob

My 95 SW2 has had a problem with rocky running shortly after startup (2-5 min). The dealer says that it is the EGR valve sticking. If I shut it down, wait about 30 sec, it fires up and runs properly.