Looks like not all of the proxy files were created. Just select all your footage and choose File > Transcode Media or right click and choose Transcode Media:
As far as the AVCHD footage, it is h264 and therefore FCP X SHOULD create optimized media (ie. ProRes) for it. Double check that you can create optimized media. Also here is some more info about it:
http://help.apple.com/finalcutpro/mac/10.0.5/#verb8e5f6fd
Also, have you watched any training? I would highly recommend you watch some (Ripple Training, or Larry Jordan, etc.) since you are coming from older versions of FCP.
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T. Payton
OneCreative, Albuquerque