I am bit of a Mazda geek,and my wife has a 00 protege with the 1. 8 litre engine,but I can't say anything about a fuel filter. On all of my other mazda's there is a filter just in front of the frame mounted pump,but then again these are cars and trucks from the 70's and 80's with carbs and such. I will ask a friend of mine who is a parts manager for a mazda dealer ,and ask if he can find out for you. Why are you asking about a fuel filter on a newish car?By the way what year is it? i am guessing 01-03 right?01 was the 1st year for the 2. 0 litre I think. We will be trading in the ole Protege tomorrow on a new subaru forester. I am going to miss the Mazda. It has been the best car we have ever owned,but my wife wants a wagon,and the forester is hard to beat with awd and such. Good luck.
Chris
92 D250 CC
83 Mazda RX-7
74 Mazda Rotray truck
04 Mazda RX-8