I'm actually getting the same issue, however I have four coolrunners, and three of them all went smooth. The one I'm having an issue with is going to be in a Falcon system, and as soon as I use any tool to flash it (nandpro, coolrunner programmer by coolshrimp, or jtag tool by coolshrimp) it spits out this 0x0002 error.
This is the only of the four that was installed into a console BEFORE being flashed over, so i'm assuming that it may be from the install, however I have done the following steps to attempt to remedy the situation:
removed 3v3
removed ground
removed from install in console completely
switched NAND-X (Have two, both on v3-one from my own update, and a second brand new one that came updated)
Switched NAND-X to Coolrunner update cable
Switched from normal mode, to program, one each of the above steps
To make sure it was an issue with this coolrunner, I also did program the other three using my cables and NAND-X's even reflashed one over to Falcon and put it in this console. It did in fact work great.
So I don't think it could be the other hardware, computer, flash timing files, or whatnot...
To maybe guide direction, I did notice one small detail that may be it, when I slid the coolrunner to nand-x cable onto the coolrunner's little connections, the small pin over the blue wire actually did slide just slightlyback from the pressure, while the other coolrunners never did. I am playing with the idea of possibly soldering the base of the connector to the small pad beneath it, but I didn't want to toast a coolrunner on accident if there is actually something beneath it.
Any help that anyone can offer would be great.