If your soft top is leaking in the front corner, this is the first thing to check.  It is a plastic cap to extend the nipple on the front of the catch so it fits properly in the cup part of the bracket on the screen rail.  If it's missing or broken then the soft top won't make a watertight seal at the front, no matter how tight the clamp is adjusted. 

Genuine Mazda part.  Same part fits either side.

This fits mk1, mk2 & mk2.5 models up to 2003, later (2003-05 mk2.5 models had a slightly different design).

NA01R1311. NM00463.