The ZM engine is the one that needs a thermostat gasket. The FS does not. Just to clarify, I looked it up here:
http://web.archive.org/web/20061223062340/http://protege5.ugly.net/01-12.PDF
Or refer to below. I edited out the ZM info to make it less confusing.
COOLING SYSTEM
FS
1. Install the thermostat into the thermostat case
with the jiggle pin and projection at the top.
2. Install the thermostat into the thermostat case,
aligning the projection on the gasket to the
thermostat case.
THERMOSTAT INSPECTION
A3U011215171W02
1. If the gasket of the thermostat is damaged,
replace the thermostat assembly. (FS model)
2. Visually check that the thermostat valve is closed.
3. Place the thermostat and a thermometer in water.
Warning
During inspection, the thermostat and
water are extremely hot and they can
cause severe burns. Do not touch the
thermostat and water directly.
4. Heat the water and check the following.
If not as specified, replace the thermostat.
Engine FS Initial-opening temperature
8084*C {176183*F}
Full-open temperature
95*C {203*F}
Full-open lift (mm {in}) 8.5 {0.33} min.