Yes, it seems that to use the P2 cards, one has to purchase additional software. Barry Green tends to recommend Raylight which allows drag and drop.
http://tinyurl.com/2xf3gk
http://tinyurl.com/28dndt
But there is also a conversion product from cineform.

Raylight is also recommended by the Panasonic FAQ
http://tinyurl.com/7whxl
Which editing systems are compatible with the HVX200?
From Apple: Final Cut Pro; from Avid: NewsCutter® XP, NewsCutter® Adrenaline™ FX and S/B Xpress Pro HD; from Canopus: Edius HD. For other systems a company called DVFilm has produced conversion software for the P2 files called Raylight. Raylight is a real-time DVCPROHD codec and MXF file translation program for Windows. It makes the camera's MXF files appear as standard AVI files to the editing system, allowing you to view or edit HVX200 footage in Sony Vegas, Adobe Premiere, After Effects, Windows Media Player, and others. Download at http://dvfilm.com/raylight.