TYPICALLY, no.
There is a lot of wiring you must do in order to have it work properly. I wouldnt recommend installing unless you have experience with automotive electronics installs. You have to wire the hood, brake pedal, starter, program to accept the key chip (and allow start), run the long-range antenna, etc. etc....
If theyre charging you that much, why not check out electronics installers? Such as Circuit City, etc? CCity should be about 150 installed or similiar which would be cheaper. Just make sure they will be able to install Mazda OEM starter first, which shouldnt be a problem.
Just a thought!
Sean