I found this link quite handy as a guide yesterday when learning how to change my brake pads.
Step-by-Step Brake Tech for Our Mazdaspeed3: 2008 Mazda Mazdaspeed3 Project Car: Grassroots Motorsports Magazine
It's quite a straight forward job, but if you are a mechanical noob like I am, best to have someone with experience show you the first time round.
The guide doesn't exactly go through the rotor change, but once the caliper is unbolted, you can just slide the rotor off. If it's stuck on, a few hits with a rubber or nylon mallet top, bottom, left & right should loosen it up.
Hope this is of some value to people