I have to say, I LOVE this thing for use with my iphone. Comes with a true line-level Aux out so it sounds even better than using your headphone out jack.
The only complaint is that when powering an iPod type device in your Mazda, you might get some ground loop interference from the vehicles power adapter. I've tested and it has nothing to do with the Kensington device, it's a known Mazda "hit and miss" issue on the 3's. From what I've read there's nothing you can really do about it except buy a ground loop isolator (which I have done myself).
There's other threads on that issue tho, search 'em out if you're interested!
Maybe someday I'll add a pic of what this thing looks like inside a 3...
Here's a pic from the web for now...