WARNING: This page is about a different car, the 2003 Mazda Protege5 and 2003 Mazda Protege. However, it is still accessible from the selected car via links, so may be relevant.
To install the exhaust manifold gasket, make sure that the bead side of the gasket is facing the exhaust manifold side.
Fig 1: Identifying Bead Side Of Exhaust Manifold Gasket