No, you shouldn’t have to pay. That 502 message doesn’t indicate that the files are broken. With this free xsusenet account, you are limited to 3-4 simultaneous connections at once. Grabit will try to connect to whatever part of usenet it thinks it should grab the individual file from; sometimes it times out. Two things to try:

Make sure you’re not on a network that blocks specific ports
Make sure you’ve entered correct information in server properties:
In left hand side of grabit you should see a bone icon titled “Grabit”, below you should see a computer looking icon titled "free.xsusenet.com"
Right click free.xsusenet.com -> server properties -> make sure Hostname = free.xsusenet.com -> make sure Port = 119 -> make sure you’ve entered correct account name and password emailed to you by xsusenet -> make sure “Encrypted server connection (SSL)” checkbox is UNCHECKED
Grabit is a bit unintuitive. If connection to a file fails, or if the 3-4 files that are successfully downloading finish, by default you have to manually right click on each file to retry connection. I only figured out after like day 2 or so that you can change settings to make all files auto-retry after a while:

Top bar of grabit -> Edit -> Preferences -> Advanced -> Check box titled “Automatically retry items in batch”. This made it so my download completed without my intervention.

It took awhile, and I was worried that when it was done, I wouldn’t be able to figure out how to transform all the rar and par files into what I wanted. It turns out Grabit does this for you automatically once the batch is finished downloading! Hope this helps