The "Err" message means that 3 invalid attempts to enter the code have been made.
According to the Mazda manual, in this case the radio must be replaced at owner's expense.
THIS IS NOT ALWAYS TRUE. The radio can be reset by entering the special 'hidden' key-sequence.
Try this:
Step one:- press one at a time- preset 6, AM, Auto M, Seek ^ (up).
Step Two:-Input this number, 1414.
Step Three:- Press and hold Auto M and Preset 6 together.
Step Four:- The Word 'GOOD' will appear on the screen indicated that the radio will work.
Step Five:- Reprogram new Antitheft code into radio as per instrution manual.
If it doesn't help - post here, I can offer you some other sequences to reset the radio.
A.R.S., November 2012