Allowing end users to kill their own queries
Your DBAs can grant you elevated permissions so that you can do this.  Normally this wouldn't be needed however.  If you are in SQL Server Management Studio you can simply click on the stop button and 99% of the time the query will simply stop (the amount of time that it takes to stop will depend on the amount of data which has been changed by the query as the transaction will need to be rolled back).  Failing that you could kill the application on your side which would then terminate the query on the SQL Server when the application is closed.