Have your cancel button run a two step script. Enter Browse mode, Halt Script. You may want to add a Go To Layout step to put them on the correct layout if they have been moved.
It is the Enter Browse mode that cancels the find.
Your Find script already includes a Perform Find step, so I assume you want the same find over and over again. So, there is no reason for the Enter Find Mode step above Perform Find. You can remove Continue and just have the Cancel button use the script step Show All Records to return the user to the full set.
Your Report script is missing, but to trap for hitting the button by mistake, you could start the script with the message "Do you want to prepare this Report?" (Yes or No). If the user hits "No,:" then Exit the script. Or, if your report always includes a subset of records, you could start the Report script with something like If Get (FoundCount) = Get (TotalRecordCount), Exit script.
Thank you so much...
Your idea worked very well..
Enter Browse Mode 
Go to Layout [Layout Name]
It didnt take me back to the layout I asked to goto, but I was able to get out from the find mode, which is what I wanted the most..
I already have that "Warning" message on my report script, but you know users are not into reading warning messages...
Anyway, thank you for your response and idea...
Enter Browse Mode did the job along with the Halt.
Have a good day..
You need to put the Go To Layout step before the Halt Script step. Your script never gets to the GoTo layout because the script has been halted.
There are two commands for script termination, Exit Script which exits the current script and will return to the calling script if there is one. The second is Halt Script. This stops all scripts in their tracks. So if you had a script call another script which called a third one and the third one executed a Halt step all scripts stop. If the third script used Exit Script then it would end and the second would continue.
Depending on where the user began the Find script, and what has transpired which might affect the found set, I sometimes perform a test after entering browse mode, even when it's a scripted cancel:
Test if the found count on entering browse mode is zero records, if it is, I add a Show All Records step, or you can use Show Omitted Records. (I wouldn't do in in a list view due to possible record-caching issues on a network.)