If your vehicle has Mazda optional antitheft wheel lug nuts, one on each wheel will lock the tires and you must use a special key to unlock them. This key will attach to the lug wrench.
Register them with the lock manufacturer by filling out the card provided in the glove compartment and mailing it in the accompanying envelope. If you lose this key, consult an Authorized Mazda Dealer or use the lock manufacturer's order form, which is with the registration card.
Accessory wheel locks cannot be used on steel wheels. This includes situations when the spare tire is installed. If the spare tire is installed, one of the original lug nuts (which should still be in the vehicle) must be installed in place of the wheel lock.

To remove an antitheft lug nut
To install the antitheft lug nut

Removing a Flat Tire
Mounting the Spare TireSide Turn Light Inspection
Side turn light illumination inspection
1. Disconnect the negative battery cable..
2. Remove the outer mirror glass..
3. Remove the outer mirror garnish..
4. Remove the side turn light..
5. Connect the battery voltage as shown in the figure.
If the side turn light does illuminat ...
Brake Fluid Pressure Sensor Inspection
1. Switch the ignition to off.
2. Install the SSTs to the master cylinder (secondary side) as shown in
the figure.
NOTE:
When installing the SST (49 D043 0A0) to the master cylinder, use
a commercially available flare nut wrench (flare nut across flat 12 mm {0.47
in}).
...
Taking Action
Take the appropriate action and verify that the warning light turns off.
KEY Warning Light
Take the appropriate action and verify that the warning light turns off.
...