Here a video instructions from Mazda USA on how to start the car in case the battery in the fob is dead. Some others turtorial video as well.
http://www.youtube.com/watch?v=TKR6ElCFC9M&list=PLt4Pmq887-Rtx5gd712i6WpsjD4nE7_Su
http://www.youtube.com/watch?v=TKR6ElCFC9M&list=PLt4Pmq887-Rtx5gd712i6WpsjD4nE7_Su