I change synthetic oil every 5000 miles. In my dually, I change it ever 10k miles. Oil technology has come a long ways since the days of "change the oil every 3k miles" was the rule set in stone.
As for how soon to switch to synthetic, I wouldnt hesitate to switch now (after the 500 miles.) On my race motors, I would run it on petroleum to break it in, and when I would dump that oil, I would fill the crankcase with synthetic, change the filter, and go racing.
