I have a 93 Mazda 626 V6 and my engine check light comes on too. It was diagnosed as the 02 sensors being either defective or needed to be replaced. The diagnostics check is around $30-60 (depends where you go). The link below might help.
http://homepage.ntlworld.com/dorothy.bradbury/probemx/p_m13.htm
The 02 sensors are quite expensive. I haven't replaced them yet for this reason but, from what I hear once replaced, the light will disappear. Hope this helps.