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 ModeSteering Wheel
WARNING
Never adjust the steering wheel while
the vehicle is moving:
Adjusting the steering wheel while
the vehicle is moving is dangerous.
Moving it can very easily cause the
driver to abruptly turn to the left or
right. This can lead to loss of control or
an accident ...
Abbreviations
ABS
Antilock Brake System
ABDC
After Bottom Dead Center
ACC
Accessories
ALC
Auto Level Control
ALR
Automatic Locking Retractor
AT
Automa ...
Aerodynamic Under Cover No.2 Removal/Installation
Except SKYACTIV-G 2.0
1. Lift up the vehicle.
2. Remove the fasteners and bolts.
3. Move the aerodynamic under cover No.2 in the direction of the arrow shown
in the figure and remove it.
CAUTION:
Be careful not to damage the aerodynamic under cover No.2 during removal.
4. ...