WARNING: This page is about a different car, the 2002 Mazda B4000, 2002 Mazda B3000, and 2002 Mazda B2300. However, it is still accessible from the selected car via links, so may be relevant.
Fig 1: No Communication With GEM Module (Steps 1-3)
Courtesy of MAZDA MOTORS CORP.
Fig 2: No Communication With GEM Module (DLC & GEM Terminal Identification)