Every time i refuel, my car wont start.

There have been some issues with the Evaporative System (EVAP) purge valve sticking open allowing excess gas fumes into the intake of the engine while fueling. That's my first suspicion. That the check engine light is on is useful information, that means that the computer has detected a malfunction in the emission and engine control systems. That the transmission malfunction light is on indicates that the computer has detected a fault in the transmission. You need find a Mazda specialist to hook up his scanner and read codes and data. there's vital information stored in that computer to be accessed with a scanner. I recommend you keep away from mechanics who say 'it might be the O2 sensor' without checking codes and data with a scanner. That's a worthless opinion, and an O2 sensor fault won't keep your car from starting anyway. Actually, the O2 sensor data would possibly give the information needed to an expert technician. FYI: If you leave the key at the ON position when fueling, don't. That in itself causes problems, but usually just a check engine light coming on because there's a 'gross EVAP leak' at the gas filler, of course. If you want to keep the radio on, use the accessory (ACC) position, the radio is powered but the dash lights are not on, you won't cause a false code and won't drain your battery. Here's a directory link for you: http://repairpal.com/mazda-repair-in-fullerton-california

Really, you need to get that code for the check engine light first and foremost. The fact that 'they' said that it may be oxygen sensor, is weak, 'they' are not very sure. Once you have the code, do a search on RepairPal and see if it comes up, because we have written lots of code definitions and repair instructions to help people just like you.

after a year of living with this same issue, found a link that pointed me to th "charcoal canister purge solenoid" took 5 minutes to replace, problem fixed!