Could this be a transmission problem??? I don't know??

 

Check your boots around the shifter, chances are there either not there anymore or just ripped up. Not uncommon on our 20 yr old cars.

 

Your exhaust runs through the transmission tunnel basicly, hot air rises and you have heat! For the matter of it coming through the boot i would look into the rubber discs that surround the shifter to keep air from flowing up from underneith the car. You can sometimes find some good used ones or hit up mazdatrix.

 

I had the same problem and could hardly breath while driving because of the fumes. I bought new shifter bushings and boots from mazdatrix to replace everything down in there and that elliminated all fumes. For extra heat and noise reduction I also placed some dynomat down in there but I don't know if that did anything. The real solution I think was the new boots as mine had somehow evaporated. Mazdatrix has a good write-up...

http://www.mazdatrix.com/faq/shiftbsh.htm