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 ModeManual Transaxle Removal/Installation [C66 M R]
1. Remove the battery cover..
2. Disconnect the negative battery cable..
3. Remove the aerodynamic under cover No.2 and the splash shield as a single
unit..
4. Drain the manual transaxle oil..
5. Disconnect and/or remove the following parts in the engine compartment.
a. Remove the batte ...
Rear Power Window Regulator Removal/Installation
1. Fully lower the rear door glass.
2. Disconnect the negative battery cable..
3. Remove the rear door trim..
4. Remove the service hole cover.
5. Remove the rear door speaker..
6. Remove the glass guide..
7. Remove the rear power window motor..
8. Remove the rear door glass..
9. ...
On/Off Solenoid Removal/Installation [Fw6 A EL]
WARNING:
A hot transaxle and ATF can cause severe burns. Turn off the engine and wait
until they are cool.
Always wear protective eye wear when using the air compressor. If the air
compressor is used, any particles of dirt or soiling could spatter and get into
the eyes.
...