What are you referring to when you say compressor surge? Either way, here's a Wiki article on it, look under "Axi-symmetric stall"
http://en.wikipedia.org/wiki/Compressor_stallThe most basic of explanations, is that your turbocharger creates positive boost pressure, which is routed through your intercooler (to cool the charge/air temperature, as pre-intercooler discharge temps often exceed 200 degrees F under sustained boost), where they're routed via piping to your throttle body, to your intake manifold, into your head and eventually into the cylinders themselves ect ect.
The problem occurs when after creating positive boost pressure, you let off the throttle, closing the throttle plate. At this point, there is still positive air pressure in the piping/IC between your compressor housing & your throttle body. If left unchecked, this pressure can essentially "bounce" off the throttle body (doesn't really "bounce" per se, just pressurizes), and the excess pressure can somewhat push your compressor wheel backwards/in the opposite way it normally spins, and in some cases actually pushes air back out towards the airbox. This is bad because it can cause additional lag between shifts/letting off the throttle, as well as make things hard on your turbo's bearings, shortening their life.
Fortunately, Mazda, like most manufacturers, build in bypass valves to avoid this scenario. The basic function of the bypass valve, is when the throttle plate closes, the BPV opens, routing the excess pressure through a tube back into your air intake piping (pre-compressor housing). With a functional bypass valve in place, you'll likely never experience compressor surge, unless of course the BPV becomes faulty/sticks closed. So unless you have a faulty BPV, compressor surge is pretty much a non-issue.
Now, if you're talking about boost spike/creep, that's an entirely different issue in itself. Either way, hope that helps.