Keep the throttle on while shifting.
Wikipedia:
Powershifting (a.k.a. flat shifting, full throttle shift, or cluthchless shift) is a method of shifting used with manual transmissions to increase acceleration.
This involves rapidly disengaging the clutch while keeping the accelerator to the floor, shifting, and then rapidly engaging the clutch. The whole movement should be under half a second.
Contrary to popular belief, this does not put very much strain on the transmission, most of the stress is absorbed by the clutch and the rear differential, one of the reasons manual transmission cars break the differential more often than automatics.
BTW, the clutch in the MS3 is apparently designed for this. As a quote from Car and Driver, Nov 2006 "Calls to Mazda yielded tips: Pop the clutch at 2900 rpm, upshift at 6000 redline is 6700 and flat-shift through second and third (which means dont lift at all the mechanical equivalent of dropping a Steinway on the clutch and half-shafts and violating our test procedure).
Dont worry, the engineers said, it wont break."