thumping noise when heat is on while stopped

My guess is that there's an actuator in the heating and ventilation system that's malfunctioning and making noise, trying to open or close a door in the system. The other idea I have is that the coolant is too low and you're hearing air in the system. Check the coolant level at the radiator cap when the engine's cold. I think you may want to see a Mazda or Ford (same truck, different label) specialist. here's a directory link for you: http://repairpal.com/mazda-repair-in-pelzer-south-carolina