Take the appropriate action and verify that the warning light turns off.

Taking Action
Message Indicated on DisplayMazda 6 Owners Manual: Installation of radio system
If a radio system is installed improperly or if a high-powered type is used,
the CIS and other systems may be affected. When the vehicle is to be equipped
with a radio, observe the following precautions:
Install the antenna at the farthest point from control modules.
Install the antenna fe ...
Mazda 6 Owners Manual: Direct Mode
Direct mode can be used for temporarily switching gears by operating the steering
shift switch while the vehicle is being driven with the selector lever in the D
range.
While in direct mode, the D and M indication illuminate and the gear position
in use is illuminated. Direct mode is canceled ...