Here are some possible reasons that you are getting black video.
Delete the link and rescan the MXF files. Make sure each folder in the path to your MXF files has a folder name less than 32 characters. Make sure the drive is formatted Mac OS Extended if you use long file names such as file names with the MetaData "User Clip Name". Make sure you have the DVCPROHD components installed by FCP 5 or 6. They are in the Library/Quicktime folder on your system drive, six files that start with "DVCPROHD" and end with ".component". If the slate frame is visible but no other frames are, most likely the original MXF files have moved or the path to the MXF files have a bad character or uses a folder name greater than 32 characters. If your source files are stored on an external volume, try renaming the volume to a shorter name with no spaces or special characters.