How to interruput ajax request but keep for next possible uses?
I've solved it by:

        Drupal.ajax.prototype.beforeSend = function (xmlhttprequest, options) {

            if ($(this.element).hasClass(Drupal.settings.mymod.confirm_element_class)) {
                if (!confirm(Drupal.t('Please confirm your action'))) {
                    this.ajaxing = false;
                    return false;
                }
            }

            return true;
        }