I'm not familiar with FCE, and so don't know if there is a specific preference from within the program to assign the audio hardware, but you could try using the Audio/Midi setup utility.
If you go Applications>Utilities>Audio/Midi Utility, then on the Audio page, you have the option to select the default and system sound output. Your Mbox should show up in this list. System output is for system sounds (obviously) such as warning bleeps etc, while default output is for everything else. Try flicking the default over to the Mbox and see what happens.