Update: MXF Codecs for Windows

How to play MXF using Windows Media Player or any other DirectShow capable Player on Windows 7/8/Server2003-1012:

Install the Codecs:

Download the 32bit Version of the LAVFilters DirectShow project (e.g. LAVFilters-0.6.3.x86.zip): https://github.com/Nevcairiel/LAVFilters/releases/

Unpack the contents of the .zip package to a static directory e.g. c:\Codecs.

Register at least the Splitter and Video decoder, by executing install_video.bat and install_splitter.bat.

Configuration:

After installing and registering above Filters, Windows media Player should be able to open .mxf files, but it can happen that you see only black Video content.
This is caused by the built-in Microsoft Decoders, which are configured to be "preferred" Filters in the System.
So we have to configure DirectShow to prefer another Video decoder than the Microsoft one.

Download a tool for managing DirectShow codecs, e.g. Win7DSFilterTweaker_5.9.exe from here: http://www.videohelp.com/tools/Preferred-Filter-Tweaker

Configure the Settings for your MediaType (e.g. MPEG2 for XDCAMHD MXF) to prefer the LAV Video decoder instead of the Microsoft one:

Directshow Filter configuration