my 2004 mazda rx8 wont go into gear it only goes into gear when the engine is off

 

Assuming you have a manual transmission car, your having problems with the clutch. Either the clutch itself is bad or the master/slave cylinder is broke and needs replacing. There is also a known problem with the clutch peddle assembly itself. It is known to brake and that can be replaced for free at a Mazda dealer.

Your post is a little short on details. I'm doing the best I can with what little information you are providing.