[dba-SQLServer] Cancel SQL Server requests initiated from C#

I automate SQL Server from C# using the command object to execute various queries.  Some of them are 
long running, for example selecting a large recordset into a temp destination table from a source table.

It is possible to shut down my C# program "in the middle" which leaves that query running out on SQL 
Server.  Is it possible to somehow tell SQL Server to stop the activity?  Perhaps encapsulate the 
SQL in transactions and tell the command object to stop the transaction?

-- 
John W. Colby
Colby Consulting

Reality is what refuses to go away
when you do not believe in it