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 TireMaintenance Monitor (Type B audio)
Select the icon on the
home screen to display the “Applications” screen.
Select “Maintenance” to display the maintenance list screen.
Switch the tab and select the setting item you want to change.
You can customize settings in the setup display as follows:
...
Precaution
Intermittent Concern Troubleshooting
Vibration method
If a malfunction occurs or becomes worse while driving on a rough road or
when the engine is vibrating, perform the following steps.
NOTE:
There are several reasons why vehicle or engine vibration could cause an
electr ...
Front Crossmember Removal/Installation
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, disconnect the ABS wheel-speed
sensor wiring harness connec ...