Kudos to the AuxMod folks and davidoshea for figuring out the communications protocol in the radio.
What I learned:
1. The MD/TAPE player, CD player, and CD changer use a proprietary protocol to announce their presence to the processor. So there is no way to fool the processor into using the audio inputs on either connector without having the actual OEM equipment OR making your own board with a microprocessor that emulates the protocol.
2. With the OEM CD player or Tape player or CD changer, you can swap in the aux jack signals; this will work as long the cd or tape is in and playing.
3. There is a multiplexer chip on the radio circuit board that switches between the radio, cd player, tape player, cd changer, etc.
I finally pulled my radio out (6 screwdrivers shoved in the front holes worked pretty well), and poked around. I installed my own aux jack and switch (both tiny from radio shack) by switching in the aux left and right channels to the cd left and right (a couple cuts and soldering in 4 wires).
So contrary to popular opinion, it can be done!
If I had more patience, I might find out where the radio feed goes to the multiplexer and switch that out instead... that way I wouldn't need to have a cd inserted to make it work.
BTW, excuse my ignorance, but is my 2003 Mazda Protege sedan a Mazda 3. If not, what is it?