No need to give it back. Use it to promote your agenda (in Paul's case), not their agenda. There's a reason why Black donated to Paul: Publicity. There's a reason why this story isn't everywhere in the MSM, just beaten to death by haters of Paul in the blogs and Internet: It's intellectually dishonest.
I think it's because Paul can't afford to offend his base: neo-Nazis and Stormfronters.
Where is Fred/Romney/Rudy/Huckabee getting their money from? Corporate trans-nationalists, globalists, La Raza open borderists. Maybe some individual white supremacists donated to them too, who knows? Like I said, all of Paul's money comes from individuals. Making a big stink out of $500 from the $13 million so far that Paul has raised this year, that's straight out of the liberal textbook, which is what FReepers usually resort only when Dr. Paul is the topic.