Have you checked the codes it is throwing? If your engine light is on, most likely there is a reason. Take the car to a local autozone. They can pull the codes for free and tell you what they mean. http://www.autozone.com/servlet/UiBroker?UseCase=S001&UserAction=viewSimpleDiagInfo&Parameters=info
Click the link.
It is run off of the same fuse as the engine computer.
Check the engine thermostat.
If your heater does not work on your 94 Mazda Protege, check the thermostat. You can also check the heater fuse to ensure it has not blown.
Have vehicle scanned at auto parts store--most will do this free
Trouble code P0171 means:System too lean (bank 1)
If your check engine light is on - get the engine checked by a qualified mechanic - don't try turning the light off - it is telling you there is a fault in your engine.
It means you have a malfunction in the cars engine. If it blinks stop ASAP!.. You need a scanner to pull the codes to get to what exactly is wrong
Check the polarity of the etho port
check on youtube
Trouble code P0171 means :System too lean (bank 1)
Take it to a place that does free check engine light check. Some will reset it after they check it for you. Place in New York State are listed on http://NewYorkForum.us