2006 mazda 3 72,000 miles AT warning light came on for a couple of seconds then went off. Then while diving 45 mph the transmission downshifts from 5th to 3rd while accellerating. and makes a moderate clunk sound. It did this twice today. My mechanic checks the error codes and found none.

SOURCE: 96 Mazda Protege 1.5 L Rattles When Accellerating

possibly the cat itself broken up and rattling in side the silencer especially if more noticeable when engine warmed up.

SOURCE: 2006 Mazda Miata engine light

you'll hjave to get the vehicle scanned for codes. it could be a variety of problems. eg. egr, O2 sensor . without scanning it for codes you could be replacing may different parts in your vehicle. take it to a repair shop where they have the equiptment to check for codes.

SOURCE: 1988 Chevy Suburban transmission

bad design flaw with the transmission kick down cable make sure you are in OD first but if you are then this cable is adjustable it is next to the throttle cable and tells the trans when to downshift only adjust very little increments as this can easily blow your tanni as you may already know this feeling

SOURCE: check engine light due to MAP Sensor Mazda 2001 1.6L manual trans

the map sensor is on the passager side near the shock tower lot of time the plastic pipe that bring vacuum to the sensor break check it out pierre

SOURCE: transmission kicks shifting to second gear

This is a known issue with certain '03 and '04 MPV transmissions; my 2003 had the same problem. There is a Mazda technical service bulletin about this - 05-003/004 (Shift Shock). You need to take the van to a qualified shop and have them flash the transmission control module (TCM) with new firmware.

I had this done. It did not completely fix the problem but it did reduce its occurrence.