Cost for the side airbag is $82-$234 at onlinemazdaparts.com. There's some error in the diagrams, which is why I can't give you an exact number. If you call them, they can tell you how much it'll cost. Part number is B25D-57-KA0D for the right, side airbag.
Oops, you meant the cover on the passenger side airbag. You will have to replace the entire airbag module--the cover alone does not have a part number.
e-bay has some available. Search "protege air bag".