I found a way to do that in UMUI (with a little but...)!
When you call Abort from INSTFILES page the event .onInstFailed invokes and then you can call the abort page with FindWindow $0 "#32770" "" $HWNDPARENT
For example:
Section "-SomeName"
<do something..>
Messagebox MB_YESNO "Do you want to continue?" \
IDYES ContinueInstall IDNO AbortINSTALL
AbortINSTALL:
Abort
ContinueInstall:
<do something...>
SectionEnd
Function .onInstFailed
FindWindow $0 "#32770" "" $HWNDPARENT
GetDlgItem $1 $HWNDPARENT 2
FunctionEnd
Now when you click 'No' on the messagebox the install will stop and then if you'll click on the cancel button the Abort page will pop up.
but now.. my only problem is that in the ABORT page the 'close' button is disabled and i didnt success to make it enabled... (only the right lower side 'Cancel' button is enabled and close the installer which is not good for me).
Does anyone know how to make the 'Close' button enabled? maybe some flag that i need to switch??