I have had this problem a couple times in the last couple weeks. I have a 2006 Mazda 3i 2.0liter auto transmission. With manual everything else. Always seems to happen when it's really wet the night before or when driving in the rain. All of a sudden the power steering will drop out(I have seen the Power steering problems with the late model Mazda 3 but doesn't seem like my issue) I don't think. Then the car will slam into third. This is all while going 75 down the freeway. Then the radio starts to turn off and on. It says Hello and then shuts off and then says hello and shuts off. You get the picture. The power steering will whine when you get to a stop and act like it's going off and coming on just like the radio. The car will stay in third gear even when I stop and won't come out until I turn it off. Sometimes if you turn it off it will not start right away. Not sure what the issue is. It sounds electrical but I can't find anything. Would the known PS issue cause the other issues I am having. First Post but much needed help. Also maybe 6 months ago my AC went out. Doesn't sound like the compressor is coming on at all. Not sure if it's related but I wanted you guys to have as much info as possible.
Thanks

 

First question, and it's a biggie; Has the PS recall been done on your particular car??
If you're not sure, you can go here and put in your cars VIN to find out: http://www.recalls.gov/
If it has, it sounds like moisture has gotten into/getting into one of the ECU connection plugs. Either that, or a software update may be required that hasn't yet been accomplished. Everything you are describing is ultimately controlled by the car's main ECU/PCM. Since the TCM (Transmission Control Module) "piggybacks" the main PCM and gets it's information from there, that would explain the third gear situation.

It sounds to me like its time to bite the bullet and make an appointment with your favorite Mazda dealer. Be prepared to shell out some dough, though.... No pun intended. I wish there were another way.
Try to go when the car is acting up and since it resets itself when shut of, DO NOT TURN the car OFF BEFORE someone can look at it. This is critical, or they may not be able to duplicate the exact problem and you'll have gotten no where in the process.

 

I have checked and there are no reported or current recalls available for my car both with the NHTSB and Mazdas recall site. So not sure if one was done previous to 09 or not. But I have not replaced the PS.

Since it's something that could be caused by electrical... Do you think it's possible it could be slipping belts on the alternator? Causing the battery to be low. Or possibly just the battery itself. It never seemed like this was the issue till this morning.

I drove to gas station. 10 miles. Enough to charge the battery for another start. Started having issues right before gas station. PS, radio, third gear on the offramp. Stopped got gas. Then the car wouldn't start when I got back in. Someone was next to me and offered to jump. Didn't think it would work. Bam worked like a charm and no issues. Then get the car back on the road. Issues start to pop up. Closer to work the brake light comes on and I have almost no power. I limped at 2mph into the parking lot.

Give you a better insight hopefully.

 

It *could* simply be a bad ground... like engine to body ground. Protégé's were known for this issue, and if you live where there's frequent "weather" or high humidity, that would only add to the possibility of corroded wiring.
You could take the car to a parts store that offers free battery testing and have that checked, but if the issue is corroded connections, the battery may not be being charged properly either causing a false reading.

If given the choice, and the least expensive route I can think of would be looking at ground leads and corroded battery leads, both inside and out. Remember that battery cables are only crimped to the connectors and can develop corrosion issues that are not seen. Also, get a volt meter on the battery terminals while running and in a static test too. I'd check the voltage BEFORE starting the car, then after it's been running for a time.

 

And yeah, thinking about it I believe the PS recall came a little later, 2007 or 2008?