why does the clutch stay down
It's hydraulic but if the clutch works...disengages when you push the pedal and say if you lift up the pedal by hand and it engages it's not a hydraulic problem. There is a return spring for the pedal. The hydraulic fluid is the same reservoir as brakes. Make sure that is topped off to line. click image
If it does turn out to be a hydraulic problem see this: http://www.justanswer.com/car/1cxs6-change-clutch-master-cylinder-95-mazda.html
Looking for a Used Protege in your area?
CarGurus has 216 nationwide Protege listings and the tools to find you a great deal.
Search Mazda Protege Questions
Mazda Protege Experts