my mazda will not go over 40mph

Why isnt the shop that did the tune up concerned about this? If its as you say being that they did the work then it immediatly started doing this they should be concerned about word of this getting out. They could have checked a few things for free to determine it wasnt their fault and they wouldnt have lost you as a customer. Start by having the fuel pressure checked to determine if pump is ok. If you have good fuel pressure this tells the mechanic that the pump and filter are good. Its best not to throw parts at a car unless your rich and can afford it. Ask your friends and family where they take their car for repairs to so you cann find a loyal and honest shop. Dont go back to the people that did the tune up. Sounds like they dont care and dont know what they are doing. The fuel pump could possibly be the cause of your problem but as I said before its best to have the pressure checked.