The only way it can void the warranty is if it or the installation causes the failure of the specific part you are trying to get warrantied.
good writeup on it:
http://www.edmunds.com/auto-warranty/what-voids-your-vehicles-warranty.html
For instance if you screw part of the hitch into the car and that screw shorts out a wire then replacing the wiring harness will not be covered under warranty.
The term "Void your warranty" gets thrown around a lot; especially by salesman.
But if you put aftermarket wipers on your car and your sunroof stops opening then they will still warranty the sunroof. However, if you use an aftermarket air filter on your car that comes apart, gets sucked into the engine and causes problems then Mazda won't pay for the diagnosis or repair.
I worked in a shop years ago where a mechanic installed a rechargeable flashlight in a car and when he was done the car wouldn't start. A mounting screw had hit the wire for the fuel pump on the other side of the spot where he was mounting it. The vehicle manufacture certainly wouldn't pay for the diagnosis or repair of that but if the wheel bearing went out on the car then it would still be covered.
The plus of sticking with one manufacture is it avoids the blame game where each one says the others product caused the problem.