With Sliding Sunroof

WARNING: This page is about a different car, the 2002 Mazda MPV. However, it is still accessible from the selected car via links, so may be relevant.

Disconnect the negative battery cable.
Remove in the order indicated in the illustration.
Install in the reverse order of removal.

Fig 1: Removing Map Light (With Sliding Sunroof)

Courtesy of MAZDA MOTORS CORP.