10W-30 oil is thicker, both when cold (the first number) and when at operating temperature (the second number). Higher number is thicker.
Since I don't know what kind of car you're talking about, or much of anything else about the circumstances involved, I would be hesitant to say it would be OK.
With certain Variable Valve Technology engines, oil weight is critical to proper operation of the engine, and noticeable driveability symptoms could result.
And yes MARTYN, there is such a thing as 5W-20 engine oil. In fact, it's probably the most commonly specified weight for vehicles currently being produced.
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re; Additional Details
OK, well now we're getting somewhere at least, although I still don't know which engine you have. If it's the 2.3L MZR engine for example, thicker oil could definitely cause some problems. The S-VT system is one of the types of VVT that rely on the right weight of oil being used, to work properly.
http://en.wikipedia.org/wiki/Mazda_3#Eng…
"Mazda S-VT — Continually varies intake timing and crank angle using an OIL control valve actuated by the ECU to control OIL pressure."
http://en.wikipedia.org/wiki/Variable_va…
http://en.wikipedia.org/wiki/S-VT