The problem is most likely worn out weatherstripping around the door /windows. Heard you have to go to a Mazda dealer to find them and then get ready to bend over for $$$. I've heard like $300 cdn so maybe $150- 175? US. for both sides.
Maybe try washing the weatherstripping well with a nylon dish washing scrubber thing with soap and water. Then lube up the rubber with silicone spray (on a rag then onto the rubber). That'll keep it from freezing to the window and door when closed.
If that fails, JC Whitney sells rubber weatherstripping. Just match up the cross section shape and plunk down the dough.
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