yes all the dx lx and es proteges have the same engine. atleast that year does
2.5 quarters
5w20
the haynes book says take it to a mechanic
10w30
The engine computer had detected something wrong somewhere in the engine management system. This could be an O2 sensor or any number of things. Take your car to a shop and have your car scanned for fault codes to see what the problem might be.
Cost for me was 120, but that is the high end. One thing to be sure of is to take it to a Mazda garage. Mazda protege's have been known to hate non-mazda belts and cause high pitched squealing after replacement.
For a 2002 Mazda Protege 5, the recommended oil is a 10w 30. 5w30 is recommended in temps below 30 degrees f.
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
Take it out and put in a new one.......
dextron mercron
3.8 to 4 quarts of engine oil.
just take it to the top it has and over fill bottel