That is a great head unit. The short answer is....maybe?
In certain 2006 Mazdas, the stock stereos are made by Clarion. There has been success getting a Phatbox to work with the new Mazdas, using a Phatbox to Mazda cable and Mazda firmware on the box.
IF the CD changer connector on your friend's Clarion is the same as on the Mazda, there could be hope. Of course, even if the changer connector is the same, it doesn't guarantee that the communication protocols are the same.
The only way for certain to get a Phatbox to work with that head unit is to use the Kenwood FM modulator.