Buy Raylight to convert your MXF files to raylight avis.
I edit in Premiere but actually use AE for alot of my file conversions because I can batch render them.
Raylight can be found here. I bought it 2 hours after I got my HVX200 home. I would suggest Cineform for conversions but theyre just in the process of licensing the raylight codecs because they are superior, and yield higher quality conversions with smaller file sizes.
http://www.dvfilm.com
If you want built in MXF support then you need Edius, Avid, or FCP. (ok FCP uses a raylight style ingestion/conversion process)