If the selector lever will not move from P using the proper shift procedure, continue to hold down the brake pedal.

Take the vehicle to an Authorized Mazda Dealer to have the system checked.
Shift-Lock System
Manual Shift ModeBrake Hose (Rear) Removal/Installation [Mzr 2.5, Mzr 2.3 Disi Turbo]
1. Remove in the order indicated in the table.
2. Install in the reverse order of removal.
3. Add brake fluid, bleed the brakes, and inspect for leakage after the installation
has been completed..
1
Brake pipe
(See Clip and Brake Pipe Installation Note.)
...
Operational Range
The system operates only when the driver
is in the vehicle or within operational
range while the key is being carried.
Starting the Engine
NOTE
Starting the engine may be possible
even if the key is outside of the vehicle
and extremely close to a door and
window, however, always start ...
Engine Tune Up [Mzr 2.0, Mzr 2.5]
NOTE:
If the accelerator pedal is depressed continuously for a specified time,
the engine speed may decrease to the idle speed. This is due to the fuel cut
control operation, which prevents overheating, and it does not indicate a malfunction.
Engine Tune-up Preparation
1. Verify ...