To be truthful, error reporting in Upsizing Wizard in Access 2002 is a backwards step from Access 2000. Errors involving the upsize of relationships are not reported at the start of the report, but instead reported at the parent table involved in the relationship. When there are corrupted relationships in the database (invalid records in the MsysRelationships system table), Access 2002 will not warn you about the cascade update and deletes relationships failing.
Note: This is reported in Upsizing PRO!
To see MsysRelationships, you need to enable the show "System Objects" checkbox in Tools->Options. Corrupted relationships refer to columns or tables which have already been deleted.
If you do have corrupted relationships, it is recommended that you import the data into a new blank database, and drop and recreate all the relationships (can be done manually or programmatically).