I have tried using a message box with a cancel button, but it doesn't automatically cancel the script it is in when it is clicked. Is there a governing function for this?

In your script you have to test for the Message choice in order to use the buttons on Message step. The button value for the Message step are 1, 2, and 3. Ok is 1, and Cancel is 2 on the default that comes up. One Example of how to use these in a script would be:

Message ["Some Message"]

If ["Status(CurrentMessageChoice) = 2]

Halt Script

EndIf

Some other script action

HTH