No additional smog parts are needed. It's true, there is a difference with California legal and Federal legal emission requirements. However if your 2000 Mazda Protege is equipped with all the Federal required emission components (which it originally came with) it can pass the California smog check and register with the CA DMV.
The rule is that used vehicles which are brought to California can be registered here as long as there emission equipment (smog parts) have not been tampered with and the vehicle pass the California smog check.