I have a 2003 Mazda MPV that smells like exhaust inside the cab what would the problem be?

You could have an exhaust leak. Might need a new gasket. Is it loud?

And please get it fixed or don't drive without windows open. Co, Carbon Monoxide has no odor, and there are tremendous amounts in auto exhaust especially before the catalytic convertor. The cat reduces Co by the process of turning it in to co2, Carbon Dioxide and water, but you can be overcome by exhaust and pass out before you realize what's happening. And Andrey is right, it's a leak. Sorry I don't have a fix, but felt compelled to give you friendly warning.

It does have a little put put but its not super loud

It wouldn't take much, it could be coming from the front downpipe or manifold