ASP.NET/C#: Exit from CustomHttpModule

Using ASP.NET/C# I have a custom CustomHttpModule, referenced in web.config like this:

<add name="CustomHttpModule" type="org.HeaderHack.CustomHeaderModule" />

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If certain criteria are met, I want to send a 404 header and exit.

I send the 404 header like this:

HttpContext.Current.Response.StatusCode = 404;

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The problem is that the application continues after the 404 header is sent.

How can I exit the application from the CustomHttpModule?