Looking at the Blackmagic Intensity Web site for host program interaction, I only see PrPro, and not PrE. Sometimes, that does not mean that PrE cannot use a device, but often it does. http://www.blackmagicdesign.com/products/intensity/software/
I would contact Blackmagic and inquire.
I see that the card/device includes Blackmagic's Media Express, so it might be a simple workaround - Capture in Media Express, then Import that/those file(s) into PrE.
Please report BM's response.