Bingo,
Yes it IS the Cat Converter on your exhaust system. Mazda even has a tech bulletin out on it about this problem which is really not one that is fixable. It has to do with the gas you use and a relatively young Cat Converter( under 50,000 miles). Most of you will only notice this smell "after" you shut off your car and get out. It is just the different gases being used in different areas that make the Cat Converter give off the 'sulfer' or rotten egg smell. According to Mazda's tech bulletin,,,,it is normal. Just nasty smellin' though!!
-Tay