I just got a 2003 Mazda Protege with only one key. Are they keys tied to an immobilizer, or should the dealership be able to cut a key straight from the vin for relatively cheap?

Also the car doesnt have a key fob. It is a DX model. Any way to tell if it is has the capability to be programmed in?

 

Is there a little red light/emblem that flashes every 5 or 10 seconds on the instrument cluster when locked?

If so then yes you have a factory immobilizer.