That is more likely the brake lights remaining on - the usual culprit is a failed brake light switch or the brake light switch 'stop pad' - under dash at top of brake pedal swing arm.
To turn off lights - can remove the appropriate fuse or disconnect battery *negative* cable until repairs can be made.
RepairPal Certified shops can diagnose and repair your 2001 Mazda Millenia. They provide transparent pricing with a minimum 12-month or 12,000-mile warranty on repairs and services.