You have to force quit FileMaker to get the script to stop. If your script runs automatically when the file is opened, then you will have difficulty preventing this unless you have FileMaker advanced and use the script's debugger tool. With advanced, you can Launch fileMaker without opening the file, enable the debugger and then use the File Menu to open the file. When the script starts up, the Debugger will halt it and you will be able to use the debugger to cancel the script.
Thank you PhilModJunk! I've ended up using the debugger method since I'm using FM Advance... It certainly did the job.