For 6mm2 copper (~1.4mm radius), the skin effect impacts the wire at ~2.5kHz.
Your 2ms pulse is equivalent to a 0.25kHz square wave. Mathematically, that square
wave is a sum of all the odd-multiple sine waves (0.25kHz, 0.75khz, 1.25khz, etc). Since the skin effect drastically reduces frequencies above 2.5khz (more as the
frequency goes higher), you're creating an imperfect square wave (aka slowing down the ramp-up and ramp-down times of your pulse).
So, the rise-time on an "ideal" 2ms pulse will get slowed to maybe 80uS. This assumes
you're able to generate 500A pulses with very high rise times in the first place.
And yes, having stranded cable (20 tiny wires), does make this a small bit worse, but
not much. As one other poster suggested, litz wire (http://en.wikipedia.org/wiki/Litz_wire) helps for 100kHz+ applications by providing many insulated tiny wires.
Ref: http://www.marcspages.co.uk/pq/3250.htm (Skin Depth Tables)