I dont think the trasmission is GOING....
I do.
When you are checking the fluid level, you are doing it with the engine RUNNING and shifter in Park or neutral, correct? (Just checking... a lot of people dont know how to proplerly do this and think the level is fine when in fact it is way low).
Other than checking the fluid level, all you can really do is drop the pan (not a difficult job) and change the filter. If it is clogged, that is most likely the problem. If its not clogged, you could have a shop check line pressures, test the electronics, etc. Good luck getting an honest answer out of them though. I think you are looking at a rebuild/replacement.
Welcome to Mazda Automatic Transmission Hell. :p
"The answer is: More power. I dont care what the question is."
-Tim Allen