A connecting rod is an engine part.
It connects the piston to the crankshaft.
Balljoint:
(haven't looked under a mazda, so this is honda know-how, but I think it should be the same)
there are two, a top one and a bottom one, they connect your entire wheel/hub/brake/disc assembly to the car, they allow the wheel to turn and stay attached to the car.
Tie-rod end:
they connect the steering wheel to the entire turning assembly, allowing it to turn when you turn the wheel.
Which of these did you break?
I'm guessing the lower balljoint, because you don't "have" to disconnect the tie-rod ends to change springs, etc.
Again, this is Honda know-how, but I think it should be the same, if not similiar.