Which version of Adobe software are you trying to download? Are you on a managed network?
Please refer the article: http://helpx.adobe.com/creative-cloud/help/cc-desktop-download-error.html.
A simple restart fixed the problem. Why is the Cloud support so obtuse? If restarting is the fix why is it not posted at the top of the page when you mention Download Error (502)? Am I the first user to report this error? I don't think so. Not happy with Adobe Cloud