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 ModeStop Vehicle in Safe Place Immediately
If any of the following warning lights turns on, the system may have a
malfunction. Stop the
vehicle in a safe place immediately and contact an Authorized Mazda Dealer.
...
Joint Shaft Removal/Installation [Mzr 2.0, Mzr 2.3 Disi Turbo, Mzr 2.5]
CAUTION:
Performing the following procedures without first removing the ABS wheel-speed
sensor may possibly cause an open circuit in the wiring harness if it is pulled
by mistake. Before performing the following procedures, remove the ABS wheel-speed
sensor connector (axle side) and ...
Customer Assistance
(Puerto Rico)
Your complete and permanent satisfaction is our business. That is why all
Authorized Mazda
Dealers have the knowledge and the tools to keep your Mazda vehicle in top
condition.
If you have any questions or recommendations for improvement regarding the
service of
your Mazda vehicle or serv ...