Alright.
I have not done this exact swap, but I have done a B6-> BP and I have done an ATX K8 -> MTX KL.
First of all, while your bay is empty, check to make sure the fuel rail line connectors are the same. If they are not, get the Mazda BP connector becaues it has the extra pin for VICS. Wire it in place of the old connector on the harness side, and run the VICS wire down to the ECM and into the pin it needs. This is the cleanest and best way to do it. It should be a no brainer job, the colours should line up, but if not, I'm sure John could help you (Dark_Rider2k3).
Now you should wire the P/N switch into the clutch switch, so the car only starts with the clutch depressed (or when the car thinks it is in park or neutral)
Now that the bay is empty, find the main ATX plug, IIRC it is 6 pin. Check my colours, but one side is 12V (B/Y) and the other is the P/N switch (R/Y on a KL). run each of those to the clutch switch (normally open) so when you depress the clutch (switch closed) it completes the circuit, car thinks its in park, and it will start.
http://www.mx-3.com/manuals/showimg.php ... /Z-088.gif
That should help you. I don't recall which one is the P/N switch, I don't think its listed on that connector... there is no obvious P or N. try process of elimination, I suspect it is S you want.
An option here is to wire the neutral switch on the MTX in parallel to this. The benefit of this is you can start it without the clutch if it is NOT in gear. (neutral switch is closed in neutral, open in gear)
You need to wire 12v to one side of the switch (take from the P/N switch 12v) and then run the other leg to the clutch switch (you can wire this leg into the signal side of the P/N switch, no problem).
Next up is reverse. You need to use both ATX plugs for this, IIRC, one has the 12v you need, the other has the signal.
B/Y 12v, R/G reverse signal.
Wire each of those to each leg of the reverse switch on the trans.
If your TPS is the same, great. If not, you'd need a new TB, you can't just mix up wires and let it work, it won't. Tried it.
As far as ECM's go... I'm not too sure. A safe bet would to get an ATX BP ecm, but I think an MTX would plug in too. look on Club Protege, they usually have everything a BP swapper could want for a sweet price. BP10 is ATX, BP09 is MTX, IIRC.