I know that 1994 - 1997 Ford Probes use Ford TFI ignition system, but I believe that Mazda uses an internal coil for their ignition systems. That does not rule out the use of your MSD unit, but it certainly does not make it an easy drop like on the Probe.
Start by checking the the distributor cap. Does it have 4 or 5 plug wires attatched to it. If 4, then you have an internal coil. If 5, then follow the 5th (the one that doesn't go to a spark plug) and it should take you to the coil.
If you have an internal coil, I would suggest hitting the 2.5L V6 performance section on probetalk.com. All those guys have internal coils, and I know there are a few sights with how-tos on rewiring things for an external coil.
Enjoy,