As far as I know Premiere Pro can't supported P2 MXF files well.
In fact, most of the non-linear editing systems (NLE) including Final Cut Pro (FCP 6/7/X), iMovie (9/11), Final Cut Express, Avid Media Composer, Aodbe Premiere Pro are incapable of handling P2 MXF files well. If you want to smoothly import and edit the recorded P2 MXF footage with Premiere on Mac, the best solution is to transcoding the P2 MXF files first and then ingest them to your NLE. Here is a solution for you: Guide to Transcoding Panasonic P2 MXF files for Mac editing smoothly. Since you are a Windows PC users, just get the Windows MXF encoding tool. The workflow is the same.