The smell is normal after you bed the pads. If the rotor is a purplish color, that usually indicates it's been heated quite a bit. That really shouldn't happen on a rear rotor. My track rotors don't even look like that. After you drive the car, can you "feel" a difference in the heat given off by the rear rotors?
Mazda seems to use this funky adjuster on the rear calipers, and you're supposed to adjust the pads so that they make contact, then back off just a bit so the pads aren't dragging excessively on the rotors. This procedure is on page 04-11-22 of the Protege service manual. My guess is that the tech either didn't know what (s)he was doing, or just didn't do it right. The tech probably didn't back off the adjustment bolt enough and you're dragging that one set of pads bad enough that it's overheating the rotor causing the burning smell and the purplish color on the rotor.
When people say the burning smell is normal, it is, but only when bedding the pads in because you're getting the pads so friggin hot. I've never smelled a burning smell from the brakes when driving at a normal street pace, only when pushing the pads and really getting some heat into them. You need to have someone look at that rear caliper.
As for parts, some of you may laugh, but I (and several others) have had very, very good luck with Autozone Duralast rotors. I use them on the track car with very good results. They last around an entire season before they have to be replaced. Rotors are a wear item, so for me, if I can get away with a $30 part vs. a $100 part that performs just a well, that's the ticket for me. If you want some prettier rotors, take a look at Cobalt Friction. I use Cobalt Friction rotors on my P5 with Hawk pads. Very good combo. I don't bother with cross drilling or slotting. As for pads, Hawk HPS or HP+ for the street (HP+ if you don't mind the dusting and the noise). For the track I use Hawk Blues or HT10s in the track car. Great pads!