Foglighto not fitted in Japan. Hence us Brits in Roadsters with all kinds of attempts to get legal with a rear foglight; converting a reverse lamp (gets you past an inspection, but poor as a foglamp), converting the boot stop lamp (works ok), or various brick foglamps stuck into the bumper, hanging off the bumper, or stuck into the number plate surround (the worst solution). I hear, however on the grapevine, that there will soon be available a rear bumper lip spoiler in the style of the original part, but with fog lights neatly integrated into it, a la Honda S2000.
Now, of course, you do know which side you are meant to be fitting the foglamp onto? Did you pay full whack for a genuine mazda foglamp, because thats something like £50, as opposed to a similar item (different brackets) from the Motor factors for under £10....