Parts Manager Heritage Mazda
3 places to start at. First check your inner tie rod at the pitman. They are notorious for rattling. Also check the radius arm bushings at the brackets. If you haven't replaced them by know, they most likely need it. Last, if you have larger than factory tires, your caster /camber could be of which effects the steering dampeners ability to function normally. If any adjustments or parts are made/changed, do yourself a huge money saver and get a 4 wheel, computerized alignment at a reputable shop (a tech that is familiar with off road suspensions if applicable).
REMEMBER, IF ALL ELSE FAILS LET A QUALIFIED TECH DO THE WORK AND USE GOOD O.E. OR AFTER MARKET PARTS.
JUST SO YOU KNOW,
MAZDA PARTS DEALERS HAVE CROSS-REFERENCE BOOKS FOR MAZDA-TO-FORD PARTS AS WELL AS FORD-TO-MAZDA PARTS. FORD DEALERS DO NOT HAVE THE BOOK, NOR CAN THEY GET ONE!!! ;-}