Did you try Googling that error message? I got this when I did;
http://www.checkupdown.com/status/E502.html and it was one of 56000 'hits'.
Obviously, there is no guarantee that this one result provides a comprehensive answer to your concerns, but it doesn't appear to be too worrying, assuming this information is accurate!;
"If you get this problem for only some of the Web sites you try to visit then it is likely to be a problem at those sites i.e. one of their pieces of equipment is failing/overloaded. Contact the people at those sites."
I'm using Opera 10 with XP Home and I've never seen that message (but I've never knowingly accessed any Yahoo Groups either!). I thought Windows 7 wasn't 'final' until next month. Are you using a Release Candidate?