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 TireFront Seat Cover Removal/Installation [Vehicles Without Power Seat System]
WARNING:
Handling a front seat (with built-in side air bag) improperly can accidentally
operate (deploy) the air bag, which may seriously injure you. Read the service
warnings before handling a front seat (with built-in side air bag)..
CAUTION:
After removing a front seat ...
Stop 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.
...
Radiator Removal/Installation [Mzr 2.0, Mzr 2.5]
WARNING:
Never remove the cooling system cap or loosen the radiator drain plug while
the engine is running, or when the engine and radiator are hot. Scalding engine
coolant and steam may shoot out and cause serious injury. It may also damage
the engine and cooling system.
Tu ...