I haven't done it yet on my own 2, but I've done several ATF flushes on our Mazda 3, and from the looks of it the process is very similar and pretty easy. (I'd point you to a link on a "competing" Mazda 3 forum but the forums here would nuke the link.)
Here's the basic procedure. Note that you'll need a drain pan that's graduated so you can see visually how much fluid is in it. I made by own with a small clear Rubbermaid storage bin, with quart lines Sharpied on the side. In total, you should need about 9 quarts of Mazda M-V (not Mercon V, which is different) compatible ATF.
1. Jack up the car and drain the ATF from the tranny pan, should be about 3 quarts.
2. Refill the tranny pan with an equivalent amount of new fluid, by sticking a funnel in the dipstick tube.
3. Get a 3 to 4-foot length of 3/8" ID clear vinyl tubing and connect it to the output side of the little "pancake" ATF cooler at the front of the car.
4. Stick the other end of the tube in the drain pan, then have a helper start the car.
5. Old fluid will start being pumped into the drain pan. Have the helper stop the engine when it's pumped out the same amount of fluid that you'd drained earlier (again, about 3 quarts).
6. Refill the tranny pan, again, with an equivalent amount of new fluid. At this point, the entire ATX system (including torque converter) has 66% new fluid and 33% old fluid.
7. Repeat step 4 and 5. Stop the engine when you start to see new, bright red fluid coming through the clear hose.
8. Repeat step 6.