It sounds like the resitor has gone bad. What they do is limit the amount of voltage going to the blower motor. If the one for fan speed three goes out, then speeds 1, 2, and 3 will not work. I bet your A/C light comes on for speeds 1 through 3, but turns off on 4 when the blower fan comes on. I haven't asked Mazda if they can get them, but a junkyard might be a good place to start.
