First, obtain a Trico 12A wiper arm -- this one is an exact replacement for the rear wiper blade on the 2006 Mazda5 (and I think all the rest, too). (UPDATE -- Many users report that the 12A blade doesn't curve to fit the window, leaving half of it unwiped. So either use a Mazda blade or slip the wiper insert out of the Trico 12A and put it in the Mazda blade, after you remove it (see below.))
Second, pull out the sides of the plastic guard over the base of the wiper arm (the axle, if you will) then lift it up and away from the wiper arm to remove.
This should allow you to lift the wiper arm up and away from the glass. There will be some resistance, then it will get past a detent and lift further away from the glass.
Then bend back the wiper blade and pop it off the axle that holds it. There are pictures in the directions for the Trico 12A.
Snap on the new wiper blade.
Fold the wiper arm back down to the glass.
Replace the plastic cover at the base of the wiper arm by fitting it over the axle and squeezing in the sides until they click in place.