There is a good post on a mazda3 forum site, but I don't think I can post the link or even the name of the site.
Instead of paying the dealership lots of money to hook it up to a oil exchange machine, you do it yourself and save money. His instructions are similar to what you'll find elsewhere. On the Amsoil site they also have instructions for dropping the pan, reinstalling it, using the transmissions own pump to pump out the fluid.
Just slight variations with each method. On the mazda 3 site, he pumps out 3 quarts or so, adds 3 knew quarts, repeats until the fluid looks good. The amsoil instructions are similar, but as the oil pumps out, you have someone ad oil at a similar rate.
