Egg2ofx-greasemonkey is a project mainly written in JavaScript, it's free.
A greasmonkey script that adds a 'download as ofx' button to the egg recent transactions and statements pages.
A greasemonkey script that adds a button to the egg.com allowing you to download your recent transactions and statements in the OFX format.
IMPORTANT I very strongly advise you to use this in combination with your own local copy of the egg2ofx-server (http://github.com/chrisroos/egg2ofx-server).
If you really truly understand the risks then you can use it as is, i.e. install it, visit your egg account and hit the download button. If you want to use it with a local copy of the egg2ofx-server then you'll need to create a new firefox preference.
You'll be prompted with a warning when you click the Download as OFX button that includes the url of the server its going to send the data to.
Email me with any questions or problems at [email protected].