I just bought this Mazda Protege 5 it's a 2002 , had sevral problems that i was aware of , to find out that it would not start in Park, but in nutural.
i believe there is a sensor on the tranny so the car only starts in park or neutral. that being said make sure that the shifter is firmly in park. if it still wont start check the linkage and bushings.
When you go to put it in park, on the cluster, make sure the little box around the "P" lights up. If "P" wont light up the car wont start. If this is your problem then you need to adjust the linkage. If thats not your problem then you need to start looking at the Transaxle Range Switch or Park Netral Safety Switch as its sometimes called.