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 ModeClutch Pedal Inspection [C66 M R]
NOTE:
For the clutch pedal inspection, note the followings and measure each inspection
location.
Measure the center of the upper surface of the pedal pad for each inspection.
If the distance from the pedal pad to the floor covering is measured,
measure the shor ...
Oil Cooler Flushing [FS5 A EL]
NOTE:
If the automatic transaxle is replaced, flush and inspect the oil cooler.
When replacing the automatic transaxle, inspect the oil cooler together with
flushing it using the following procedures, and with the oil cooler hose removed.
1. Disconnect the oil hose.
2. Set ...
Thermostat 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 ...