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 ModeEngine Oil Level Inspection [Mzr 2.0, Mzr 2.5]
1. Position the vehicle on level ground.
2. Warm up the engine.
3. Stop the engine and allow at least 5 min before continuing.
4. Remove the dipstick, wipe it cleanly, and reinstall it fully.
5. Remove the dipstick and verify that the oil level is between the F and L marks
on the dipstick. ...
Manual 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 ...
Air Bag Module And Pre Tensioner Seat Belt Deployment Procedures [Two Step Deployment
Control System]
WARNING:
A live (undeployed) air bag module or pre-tensioner seat belt may accidentally
operate (deploy) when it is disposed of and cause serious injury. Do not dispose
of a live (undeployed) air bag module and pre-tensioner seat belt. If the SSTs
(Deployment tool and Adapter harnes ...