Yes, it sounds like the shop you used does not have the proper equipment for diag this car. OBD II generic system diagnostic tools can get a bit tritchy with the older models ie: sometimes a Windows XP program doesn't run too good on a Windows 98 system.
Even at my MAZDA dealer we hve some trouble using the most 'up to date' equipment on the old vehicles. It usually means we have to go get someof the old stuff out of the tool room. I would go get it tested at your local Mazda dealer. If not, post what code you find before going ahead with work. There are alot of 'Phantom" codes from those years. Eg. Codes for fuel trim malfunctions. People will have there 02 sensor replaced, but its really some rust in the fuel pulse dampner. STUFF like that.
With the older cars it is sometimes better to go to the dealer
Cosmo. Mazda TEch
Saturday, February 17th, 2007 AT 7:38 AM