What phone do you have? Some phones like the Galaxy S3 don't use USB mode, but use a new mode called MTP instead. Mazda is incompatible with the MTP mode and so you can't make a data connection via USB. However; mine will still charge and I connect via Bluetooth. The 2013 connectivity to smart phones is pretty basic.
This may assist: http://www.mazdausa.com/MusaWeb/displayPage.action?pageParameter=bluetooth
After I connect my cell phone (android) to the usb, it does not appear to be charging.
Do iPhones charge via the USB connection?