Mazda Protege 2001 Transmission pan?

I’ve been told that I need to replace the automatic transmission fluid, filter, and gasket every now and then. But I just talked to a transmission shop and they said that on the 2001 Protege (maybe all Proteges?) there is no pan and you would have to take the transmission apart to replace the filter, so all I really need to do is replace the fluid every now and then. Can anyone confirm this? Or suggest where I would look to make sure that’s correct?

Here is a listing for the filter and pan gasket for your car. Did you look under it to see if it has a removable pan?
http://www.partsamerica.com/ProductDetail.aspx?MfrCode=FRA&MfrPartNumber=FT1210&PartType=1158&PTSet=A
~Michael