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 ModeFlywheel Inspection [C66 M R]
1. Remove the flywheel..
2. Perform the following procedures to inspect the flywheel.
If there is any malfunction or it exceeds the maximum specification, replace
the flywheel..
a. Inspect the surface that contacts the clutch disc for scratches, nicks, and
discoloration.
...
Clock Spring Removal/Installation
1. Disconnect the negative battery cable..
2. Remove the driver-side air bag module..
3. Remove the steering wheel..
4. Remove the column cover.
5. Remove the connectors.
6. Remove the tab direction of the arrow shown in the figure.
7. Remove the screws.
8. Remove the clock spring. ...
How to Arm the System
Close the windows and the moonroof *
securely.
Switch the ignition OFF.
Make sure the hood, the doors, and the
liftgate/trunk lid are closed.
Press the lock button on the transmitter
or lock the driver's door from the
outside with the auxiliary key.
The hazard warning lights will ...