I've created custom taxonomies and registered them with the product post-type provided by MarketPress.
In order to browse by taxonomy I created an mp_taxonomy.php file as indicated by the included Themeing_MarketPress.txt file and expected that browsing http://mystore.local/shop/products/my_taxonomy/taxonomy_term (like the corresponding http://mystore.local/shop/products/category/my_category does) would work, but it didn't.
I tried different URLs without success. To make it work I created a taxonomy.php file and then by navigating to htp://mystore.local/my_taxonomy/taxonomy_term - it worked.
I believe this isn't how it's supposed to work, so any guidance on how to have the taxonomy-listing on the correct place in the URL/site-hierarchy is greatly appreciated.