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.
Clean the windshield wiper arm connector shafts using a wire brush before installing the windshield wiper arms.
Fig 1: Cleaning Windshield Wiper Arm Connector Shafts Using Wire Brush