I don't know.
You can sometimes get more information about an error by searching for it.
Note that the error message does not say 800ccca2; it says 0x800ccca2 with a
"0x" at the beginning, where the first character is a zero, not a letter.
There is a technical reason for what the "0x" is but that is not important.
So search TechNet for 0x800ccca2, as in:
http://social.technet.microsoft.com/Search/en-US/?query=0x800ccca2 &ac=8
For this error, there is not much help in TechNet; just a document that says
that error 0x800ccca2 is "LIST command to server failed". I don't find many
messages or anything about that error code, so that indicates it is not
common. It also indicates to me that it is a server problem, but that is a
guess; very much just a guess.
I assume that "LIST command to server failed" means that Windows Mail was
trying to get a list of news messages but was unable to. I assume that since
it is trying to get a list of messages, any typical potential problems with
security has already been eliminated.