public class XclStream : System.IO.Stream
{
    private System.IO.Stream _baseStream = null;
    private bool _cancelled = false;

    public XclStream(System.IO.Stream baseStream) : base()
    {
        _baseStream = baseStream;
    }

    public void Cancel()
    {
        _cancelled = true;
    }

    public override int Read(byte[] buffer, int offset, int count)
    {
        if (_cancelled == true)
        {
            throw new StreamCancelledException();
        }

        return _baseStream.Read(buffer, offset, count);
    }

    //TODO: override all other Stream methods...
}

public class StreamCancelledException : Exception
{
    public StreamCancelledException() : base("Stream cancelled. Byebye, xmlreader...") { }
}