Actually first I tried with Batch Abort but it did nt work for me.......
SET XACT_ABORT On;
select 'yes'
RAISERROR('yes',20,1)
select 'yes'
RAISERROR('NO',16,1)
SELECT 'NO'
When error raises then also all select statements gets executed so I choose RAISERROR instead of that............
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http://www.sqlservercentral.com/articles/Best+Practices/61537/