It's quite clear that on attack rolls, both for heroes and monsters, there is a limit of 5 black dice. But what about damage prevention? If a hero is wearing the armor that allows him to roll a black die to prevent each damage, and he is dealt 6 damage, can he roll 6 to prevent it, or is he assured of taking at least one?

power dice limit is to attack rolls only, whether for heroes or monsters.

The items that prevent damage (cloak of mists, etc.) don't have that limit and in fact state that you may roll a die for each damage inflicted. If you take 15 damage, you roll all 5 dice 3 times and subtract as per the appropriate result that prevents the wounds.

From the base rules: Attacks, Step 5, "Using Fatigue"

"However, an attacker may never roll more than five total power dice for a single attack. "

My emphasis has been added, but the limit is only for attack rolls.