http://www.mazdas247.com/forum/showthread.php?123699361-Can-I-program-a-Smart-Key-myself
One attachment is for programming just a key and the other attachment is for programming a fob/card.
Assuming both batteries are fresh in both fobs? Are you trying to program a 3rd aux key or a 3rd smart fob?
Also, are you leaving the aux keys inside the first 2 fobs? I would try separating the aux keys from the fobs. I.E leave the aux keys in you house if programming just a fob. And visa versa leave the fobs inside the house while programming an aux key.