The timing belt tensioner pulley may make a squealing noise from the timing cover area on cold startup. An updated tensioner with a thicker mounting bracket to eliminate vibration may be needed to solve the problem.
Problems for specific Mazda Protege years:
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Most reported 2002 Mazda Protege problems
A loose or corroded ground terminal on the driver's side of the cylinder head can cause a rough idle, misfires, and there may be trouble codes. Restore the ground to the cylinder head.
An electrically shorted air flow sensor can cause a crank-no start condition. Diagnosis may show that ignition spark is normal, and there are no trouble codes stored.
If the engine will not start after distributor rotor replacement, a common mistake is to install the distributor rotor in the wrong position. The rotor may seat in three positions and one should note the direction before removal.