Form Authentication - How to handle request which fails authentication in pipeline events

Hi 
I am trying to implement form authentication . What I am trying to do is , I am going to create a cookies if login success .Later I am gonna check that cookies in every request .
To do this, I need to write a custom module for authentication . My doubt is ,if validation  failed in that custom module , how to prevent the request from handlers or form other modules like (authorization) ?

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